Oleksii Mostovyi

Identifiers

• name variant Oleksii Mostovyi 0.60 · backfill

Papers (9)

1. Optimal investment and consumption with labor income in incomplete markets math.PR · 2018 · author #1
2. Sensitivity analysis of the utility maximization problem with respect to model perturbations q-fin.PM · 2017 · author #1
3. Optimal consumption of multiple goods in incomplete markets q-fin.MF · 2017 · author #1
4. Optimal investment with intermediate consumption under no unbounded profit with bounded risk q-fin.PM · 2015 · author #4
5. An expansion in the model space in the context of utility maximization q-fin.PM · 2014 · author #2
6. Utility maximization in the large markets q-fin.PM · 2014 · author #1
7. Optimal investment with intermediate consumption and random endowment q-fin.PM · 2011 · author #1
8. Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption q-fin.PM · 2011 · author #1
9. On the Stability the Least Squares Monte Carlo q-fin.CP · 2011 · author #1

Mentions

• 1509.01672 #4 · backfill · confidence 0.70 Oleksii Mostovyi
• 1410.0946 #2 · backfill · confidence 0.70 Oleksii Mostovyi
• 1403.6175 #1 · backfill · confidence 0.70 Oleksii Mostovyi
• 1110.2573 #1 · backfill · confidence 0.70 Oleksii Mostovyi
• 1107.5852 #1 · backfill · confidence 0.70 Oleksii Mostovyi
• 1102.3218 #1 · backfill · confidence 0.70 Oleksii Mostovyi

Frequent Coauthors

• Mihai S\^irbu 2 shared papers
• Andrea Cosso 1 shared papers
• Claudio Fontana 1 shared papers
• Gordan \v{Z}itkovi\'c 1 shared papers
• Huy N. Chau 1 shared papers
• Kasper Larsen 1 shared papers