E-LIB Suche - Ergebnisse für: Kramkov, D. O.

1

Asymptotic arbitrage in large financial markets:

Kabanov, Y.M. ; Kramkov, D.O.
Finance and Stochastics. 2 (1998) 2 - p. 143-172 , 1998

Link: https://doi.org/10.1007/..

2

Optional decomposition of supermartingales and hedging cont..:

Kramkov, D. O.
Probability Theory and Related Fields. 105 (1996) 4 - p. 459-479 , 1996

Link: https://doi.org/10.1007/..

3

Toward the Theory of Pricing of Options of Both European an..:

Shiryaev, A. N. ; Kabanov, Yu. M. ; Kramkov, O. D..
Theory of Probability & Its Applications. 39 (1995) 1 - p. 14-60 , 1995

Link: https://doi.org/10.1137/..

4

Large Financial Markets: Asymptotic Arbitrage and Contiguit:

Kabanov, Yu. M. ; Kramkov, D. O.
Theory of Probability & Its Applications. 39 (1995) 1 - p. 182-187 , 1995

Link: https://doi.org/10.1137/..

5

Toward the Theory of Pricing of Options of Both European an..:

Shiryaev, A. N. ; Kabanov, Yu. M. ; Kramkov, D. O..
Theory of Probability & Its Applications. 39 (1995) 1 - p. 61-102 , 1995

Link: https://doi.org/10.1137/..

6

No-Arbitrage and Equivalent Martingale Measures: An Element..:

Kabanov, Yu. M. ; Kramkov, D. O.
Theory of Probability & Its Applications. 39 (1995) 3 - p. 523-527 , 1995

Link: https://doi.org/10.1137/..

7

Integral Option:

Kramkov, D. O. ; Mordecki, E.
Theory of Probability & Its Applications. 39 (1995) 1 - p. 162-172 , 1995

Link: https://doi.org/10.1137/..

8

On the Rational Pricing of the "Russian Option" for the Sym..:

Kramkov, D. O. ; Shiryaev, A. N.
Theory of Probability & Its Applications. 39 (1995) 1 - p. 153-162 , 1995

Link: https://doi.org/10.1137/..

9

On Comparison of Some Statistical Models of "Signal + Noise..:

Kramkov, D. O.
Theory of Probability & Its Applications. 38 (1994) 3 - p. 537-540 , 1994

Link: https://doi.org/10.1137/..

10

A class of filtered spaces arising in filtered statistical ..:

Kramkov, D O
Russian Mathematical Surveys. 47 (1992) 2 - p. 224-225 , 1992

Link: https://doi.org/10.1070/..

11

On the Δ-convergence of statistical tests on totally bounde..:

Kramkov, D O
Russian Mathematical Surveys. 45 (1990) 2 - p. 216-217 , 1990

Link: https://doi.org/10.1070/..

12

Optional decompositions under constraints:

Föllmer, Hans ; Kramkov, D. O
Series: SFB 373 Discussion Paper. , 1997

Link: http://hdl.handle.net/10..

13

Necessary and sufficient conditions in the problem of optim..:

Kramkov, Dimitrij O ; Schachermayer, Walter
Kramkov , D O & Schachermayer , W 2001 ' Necessary and sufficient conditions in the problem of optimal investment in incomplete markets ' Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science" , no. 84 , December 2001 edn , SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business , Vienna .. , 2001

Link: https://research.wu.ac.a..

14

The asymptotic elasticity of utility functions and optimal ..:

Kramkov, Dimitrij O ; Schachermayer, Walter
Kramkov , D O & Schachermayer , W 1999 ' The asymptotic elasticity of utility functions and optimal investment in incomplete markets ' Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science" , no. 25 , SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business , Vienna .. , 1999

Link: https://research.wu.ac.a..

15

Optional decompositions under constraints

Discussion papers of interdisciplinary research project 373 ; 1997,31

Föllmer, Hans , 1997

Link: http://nbn-resolving.de/..