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Details about Dmitry Kramkov

E-mail:
Homepage:http://www.math.cmu.edu/people/fac/kramkov.html
Postal address:Department of Mathematical Sciences Carnegie Mellon University Wean Hall 6113 Pittsburgh, PA, 15213-3890, USA

Access statistics for papers by Dmitry Kramkov.

Last updated 2007-08-01. Update your information in the RePEc Author Service.

Short-id: pkr25


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Journal Articles

2005

  1. ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
    Mathematical Finance, 2005, 15, (2), 203-212 Downloads View citations (30)

1998

  1. Asymptotic arbitrage in large financial markets
    Finance and Stochastics, 1998, 2, (2), 143-172 Downloads View citations (43)
 
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