Oleksii Mostovyi

According to our database, Oleksii Mostovyi authored at least 7 papers between 2013 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2021

Stability of the Indirect Utility Process.

Oleksii Mostovyi

SIAM J. Financial Math., 2021

2018

Optimal consumption of multiple goods in incomplete markets.

Oleksii Mostovyi

J. Appl. Probab., 2018

An expansion in the model space in the context of utility maximization.

Kasper Larsen, Oleksii Mostovyi, Gordan Zitkovic

Finance Stochastics, 2018

2017

Optimal investment with intermediate consumption under no unbounded profit with bounded risk.

Huy N. Chau, Andrea Cosso, Claudio Fontana, Oleksii Mostovyi

J. Appl. Probab., 2017

2015

Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption.

Oleksii Mostovyi

Finance Stochastics, 2015

2013

On the stability the least squares Monte Carlo.

Oleksii Mostovyi

Optim. Lett., 2013

On Maximum Speedup Ratio of Restart Algorithm Portfolios.

Oleksii Mostovyi, Oleg A. Prokopyev, Oleg V. Shylo

INFORMS J. Comput., 2013