Oleksii Mostovyi

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Person:486931

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zbMath Open mostovyi.oleksiiMaRDI QIDQ486931

List of research outcomes

PublicationDate of PublicationType
Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model2024-04-02Paper
Differentiation of measures on an arbitrary measurable space2023-08-10Paper
Fair pricing and hedging under small perturbations of the numéraire on a finite probability space2023-02-08Paper
Stability of the Indirect Utility Process2021-07-05Paper
Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space2021-06-30Paper
Optimal investment and consumption with labor income in incomplete markets2020-08-17Paper
Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire2020-05-26Paper
On the analyticity of the value function in optimal investment and stochastically dominant markets2020-02-03Paper
Differentiation of measures on a non-separable space, and the Radon-Nikodym theorem2019-09-08Paper
Sensitivity analysis of the utility maximisation problem with respect to model perturbations2019-06-27Paper
Optimal consumption of multiple goods in incomplete markets2018-11-19Paper
Optimal investment with intermediate consumption under no unbounded profit with bounded risk2018-09-26Paper
UTILITY MAXIMIZATION IN A LARGE MARKET2018-04-13Paper
OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT2017-03-13Paper
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption2015-01-19Paper
On the stability the least squares Monte Carlo2013-03-07Paper

Research outcomes over time


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