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)
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)
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)
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)
Integral Option
 Kramkov, D Mordecki, E Theory of Probability and Its Applications volume 39 issue 1 162-172 (17 Jan 1995)
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)
Sufficient Conditions of the Uniform Integrability of Exponential Martingales
 Kramkov, D Shiryaev, A Progress in Mathematics volume 168 289-295 (1998)
Subscribe to