Oleksii Mostovyi

Available identifiers

zbMath Open mostovyi.oleksiiMaRDI QIDQ486931

List of research outcomes

Publication	Date of Publication	Type
Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model	2024-04-02	Paper
Differentiation of measures on an arbitrary measurable space	2023-08-10	Paper
Fair pricing and hedging under small perturbations of the numéraire on a finite probability space	2023-02-08	Paper
Stability of the Indirect Utility Process	2021-07-05	Paper
Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space	2021-06-30	Paper
Optimal investment and consumption with labor income in incomplete markets	2020-08-17	Paper
Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire	2020-05-26	Paper
On the analyticity of the value function in optimal investment and stochastically dominant markets	2020-02-03	Paper
Differentiation of measures on a non-separable space, and the Radon-Nikodym theorem	2019-09-08	Paper
Sensitivity analysis of the utility maximisation problem with respect to model perturbations	2019-06-27	Paper
Optimal consumption of multiple goods in incomplete markets	2018-11-19	Paper
Optimal investment with intermediate consumption under no unbounded profit with bounded risk	2018-09-26	Paper
UTILITY MAXIMIZATION IN A LARGE MARKET	2018-04-13	Paper
OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT	2017-03-13	Paper
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption	2015-01-19	Paper
On the stability the least squares Monte Carlo	2013-03-07	Paper

Research outcomes over time

Doctoral students

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