On Comparison of Some Statistical Models of Signal + Noise Type
 Kramkov, D Theory of Probability and Its Applications volume 38 issue 3 537-540 (17 Sep 1994) doi:10.1137/1138053
Large Financial Markets: Asymptotic Arbitrage and Contiguity
 Kabanov, Y Kramkov, D Theory of Probability and Its Applications volume 39 issue 1 182-187 (17 Jan 1995) doi:10.1137/1139009
On the Rational Pricing of the Russian Option for the Symmetrical Binomial Model of a $(B,S)$-Market
 Kramkov, D Shiryaev, A Theory of Probability and Its Applications volume 39 issue 1 153-162 (17 Jan 1995) doi:10.1137/1139006
Toward the Theory of Pricing of Options of Both European and American Types. II. Continuous Time
 Shiryaev, A Kabanov, Y Kramkov, D Melnikov, A Theory of Probability and Its Applications volume 39 issue 1 61-102 (17 Jan 1995) doi:10.1137/1139003
Integral Option
 Kramkov, D Mordecki, E Theory of Probability and Its Applications volume 39 issue 1 162-172 (17 Jan 1995) doi:10.1137/1139007
No-Arbitrage and Equivalent Martingale Measures: An Elementary Proof of the HarrisonPliska Theorem
 Kabanov, Y Kramkov, D Theory of Probability and Its Applications volume 39 issue 3 523-527 (17 Jan 1995) doi:10.1137/1139038
Sufficient Conditions of the Uniform Integrability of Exponential Martingales
 Kramkov, D Shiryaev, A Progress in Mathematics volume 168 289-295 (1998) doi:10.1007/978-3-0348-8974-2_20
Measuring diachronic sense change: new models and Monte Carlo methods for Bayesian inference
 Zafar, S Nicholls, G (14 Apr 2021) doi:10.48550/arxiv.2105.00819
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