An optimal transport problem with backward martingale constraints motivated by insider trading von Kramkov, Dmitry, Xu, Yan

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A model for a large investor trading at market indifference prices. II: Continuous-time case von Bank, Peter, Kramkov, Dmitry

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A SYSTEM OF QUADRATIC BSDES ARISING IN A PRICE IMPACT MODEL von Kramkov, Dmitry, Pulido, Sergio

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Existence of an endogenously complete equilibrium driven by a diffusion von Kramkov, Dmitry

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Optimal Investment with Random Endowments in Incomplete Markets von Hugonnier, Julien, Kramkov, Dmitry

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DENSITY OF THE SET OF PROBABILITY MEASURES WITH THE MARTINGALE REPRESENTATION PROPERTY von Kramkov, Dmitry, Pulido, Sergio

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Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces von Kramkov, Dmitry, Sîrbu, Mihai

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A model for a large investor trading at market indifference prices. I: Single-period case von Bank, Peter, Kramkov, Dmitry

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ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS von Hugonnier, Julien, Kramkov, Dmitry, Schachermayer, Walter

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A MODEL FOR A LARGE INVESTOR TRADING AT MARKET INDIFFERENCE PRICES. II: CONTINUOUS-TIME CASE von Bank, Peter, Kramkov, Dmitry

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Muckenhoupt’s (Ap) condition and the existence of the optimal martingale measure von Kramkov, Dmitry, Weston, Kim

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Integral representation of martingales motivated by the problem of endogenous completeness in financial economics von Kramkov, Dmitry, Predoiu, Silviu

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Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model von Kramkov, Dmitry, Pulido, Sergio

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A model for a large investor trading at market indifference prices. I: Single-period case von Bank, Peter, Kramkov, Dmitry

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On a stochastic differential equation arising in a price impact model von Bank, Peter, Kramkov, Dmitry

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Sensitivity Analysis of Utility-Based Prices and Risk-Tolerance Wealth Processes von Kramkov, Dmitry, Sîrbu, Mihai

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Backward martingale transport maps and equilibrium with insider von Kramkov, Dmitry, Sîrbu, Mihai

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Singularities of Fitzpatrick and convex functions von Kramkov, Dmitry, Sîrbu, Mihai

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Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces von Kramkov, Dmitry, Sîrbu, Mihai

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On the Two-Times Differentiability of the Value Functions in the Problem of Optimal Investment in Incomplete Markets von Kramkov, Dmitry, Sîrbu, Mihai

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