Kramkov Dmitrii Olegovich

Publications in Math-Net.Ru

1. Muckenhoupt's ($A_p$) condition and the existence of the optimal martingale measure
   
   Stoch. Proc. Appl., 126:9 (2016),  2615–2633
2. Existence and uniqueness of Arrow–Debreu equilibria with consumptions in $\bf L^0_+$
   
   Teor. Veroyatnost. i Primenen., 60:4 (2015),  819–827
3. The stochastic field of aggregate utilities and its saddle conjugate
   
   Trudy Mat. Inst. Steklova, 287 (2014),  21–60
4. On the closure of a family of martingale measures and an optional decomposition of supermartingales
   
   Teor. Veroyatnost. i Primenen., 41:4 (1996),  892–896
5. No-arbitrage and equivalent martingale measures: an elementary proof of the Harrison–Pliska theorem
   
   Teor. Veroyatnost. i Primenen., 39:3 (1994),  635–640
6. Large financial markets: asymptotic arbitrage and contiguity
   
   Teor. Veroyatnost. i Primenen., 39:1 (1994),  222–229
7. Integral option
   
   Teor. Veroyatnost. i Primenen., 39:1 (1994),  201–211
8. On the rational pricing of the “Russian Option” for the symmetrical binomial model of a $(B,S)$-market
   
   Teor. Veroyatnost. i Primenen., 39:1 (1994),  191–200
9. Toward the theory of pricing of options of both European and American types. II. Continuous time
   
   Teor. Veroyatnost. i Primenen., 39:1 (1994),  80–129
10. Toward the theory of pricing of options of both European and American types. I. Discrete time
    
    Teor. Veroyatnost. i Primenen., 39:1 (1994),  23–79
11. On comparison of some statistical models of “signal + noise” type
    
    Teor. Veroyatnost. i Primenen., 38:3 (1993),  634–638
12. A class of filtered spaces arising in filtered statistical problems
    
    Uspekhi Mat. Nauk, 47:2(284) (1992),  197–198
13. On the $\Delta$-convergence of statistical tests on totally bounded sets
    
    Uspekhi Mat. Nauk, 45:2(272) (1990),  209–210