Details about Dmitry Kramkov
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
Journal Articles
2005
- ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
Mathematical Finance, 2005, 15, (2), 203-212
View citations (36)
1998
- Asymptotic arbitrage in large financial markets
Finance and Stochastics, 1998, 2, (2), 143-172
View citations (50)