Oleksii Mostovyi

Available identifiers

zbMath Open mostovyi.oleksiiMaRDI QIDQ486931

List of research outcomes

Publication	Date of Publication	Type
Pricing of contingent claims in large markets	2025-01-09	Paper
Stability of the Epstein-Zin problem	2024-11-20	Paper
The information premium on a finite probability space	2024-08-12	Paper
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

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