Mykhaylo Shkolnikov

According to our database, Mykhaylo Shkolnikov authored at least 3 papers between 2016 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Deep level-set method for Stefan problems.

Mykhaylo Shkolnikov, H. Mete Soner, Valentin Tissot-Daguette

J. Comput. Phys., 2024

2020

Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem.

Vadim Kaushansky, Christoph Reisinger, Mykhaylo Shkolnikov, Zhuo Qun Song

CoRR, 2020

2016

Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations.

Mykhaylo Shkolnikov, Ronnie Sircar, Thaleia Zariphopoulou

SIAM J. Financial Math., 2016