The following pages link to Oleksii Mostovyi (Q486931):
Displaying 17 items.
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- On the stability the least squares Monte Carlo (Q1940435) (← links)
- Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
- Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space (Q2036670) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (Q2681318) (← links)
- OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275) (← links)
- Optimal consumption of multiple goods in incomplete markets (Q4555291) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
- Stability of the Indirect Utility Process (Q4999900) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- Differentiation of measures on an arbitrary measurable space (Q6170661) (← links)
- The information premium on a finite probability space (Q6585958) (← links)
- Stability of the Epstein-Zin problem (Q6641086) (← links)
- Pricing of contingent claims in large markets (Q6659481) (← links)
