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Selected publications and preprints:

• Dmitry Kramkov (2013).
  Existence and uniqueness of Arrow-Debreu equilibria with consumptions in $\mathbf{L}^0_+$.
  arXiv:1304.3284, submitted.
  
• Dmitry Kramkov (2013).
  Existence of endogenously complete equilibrium driven by diffusion.
  arXiv:1110.3516, submitted.
  
• Peter Bank and Dmitry Kramkov (2013).
  On a stochastic differential equation arising in a price impact model.
  Stochastic Processes and their Applications, Vol. 123, No. 3, 1160-1175.
  
• Dmitry Kramkov and Sivliu Predoiu (2012).
  Integral representation of martingales and endogenous completeness of financial models. arXiv:1110.3248,
  Accepted to Stochastic Processes and their Applications
  
• Peter Bank and Dmitry Kramkov (2011).
  A model for a large investor trading at market indifference prices. II: continuous-period case.
  arXiv:1110.3229, submitted.
  
• Peter Bank and Dmitry Kramkov (2011).
  A model for a large investor trading at market indifference prices. I: single-period case.
  arXiv:1110.3224, submitted.
  
• Dmitry Kramkov and Mihai Sirbu (2007).
  Asymptotic analysis of utility-based hedging strategies for small number of contingent claims.
  Stochastic Processes and Their Applications, Vol. 117, No. 11, 1606-1620.
  
• Dmitry Kramkov and Mihai Sirbu (2006).
  Sensitivity analysis of utility based prices and risk-tolerance wealth processes.
  The Annals of Applied Probability, Vol. 16, No. 4, 2140-2194.
  
• Dmitry Kramkov and Mihai Sirbu (2006).
  On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets.
  The Annals of Applied Probability, Vol. 16, No. 3, 1352-1384.
  
• Julien Hugonnier, Dmitry Kramkov and Walter Schachermayer (2004).
  On Utility Based Pricing of Contingent Claims in Incomplete Markets.
  Mathematical Finance, Vol 15, No 2, 203-212.
• Julien Hugonnier and Dmitry Kramkov (2004).
  Optimal investment with random endowments in incomplete markets.
  The Annals of Applied Probability, Vol 14, No 2, 845-864.
• Dmitry Kramkov and Walter Schachermayer (2003).
  Necessary and sufficient conditions in the problem of optimal investment in incomplete markets.
  The Annals of Applied Probability, Vol 13, No 4, 1504-1516.
• Dmitry Kramkov and Walter Schachermayer (1999).
  The asymptotic elasticity of utility functions and optimal investment in incomplete markets.
  The Annals of Applied Probability, Vol 9, No 9, 904-950.
• Yuri Kabanov and Dmitry Kramkov (1998).
  Asymptotic arbitrage in large financial markets .
  Finance and Stochastics, Vol 2, 143-172.
• Hans Follmer and Dmitry Kramkov (1997).
  Optional decompositions under constraints.
  Probability Theory and Related Fields, Vol 109, 1-25.
• Dmitry Kramkov (1996).
  Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets..
  Probability Theory and Related Fields, Vol 105, 459-479.