معرفی
Dmitry Kramkov is Professor of Mathematical Finance and Director of the Center for Computational Finance at Carnegie Mellon University's Mellon College of Science. His research focuses on mathematical finance, stochastic processes, and equilibrium-based models, with significant contributions to martingale transport theory and endogenous market completeness.
Education includes a PhD from Steklov Mathematical Institute. Awarded the European Mathematical Society Prize, he has developed foundational models for large investors, price impact, and market equilibrium. Recent work explores backward martingale transport in pseudo-Euclidean spaces and applications to insider trading.
His research publications analyze quadratic BSDEs in price impact models, optimal transport under martingale constraints, and the density of martingale measures. Key theoretical advances include stability analysis of BSDE systems and characterization of Fitzpatrick function singularities.
