Oleksii Mostovyi
Associate Professor/Mathematics

Are you Oleksii Mostovyi?

How to update your information.
Grants

4 Grants

Wrote a paper "Asymptotic analysis of the Föllmer–Schweizer decomposition on finite spaces" with REU students. The paper will be submitted to a top journal of undergraduate research this year.
Sponsor: NSF
Authors: Oleksii Mostovyi
Funding: $0
2019-05-20 - 2019-08-02
Weak information asymmetry, duality for optimal stopping, and infinite-dimensional stochastic analysis with financial applications
Sponsor: NSF/National Science Foundation
Authors: Oleksii Mostovyi
Funding: $0
2025-09-01 - 2028-08-31
Duality for Optimal Stopping and Infinite-dimensional Stochastic Analysis with Financial Applications
Sponsor: Simons Foundation
Authors: Oleksii Mostovyi
Funding: $0
2025-09-01 - 2030-08-31
CAREER: An approach to pricing, hedging, stability and asymptotic analysis in financial markets
Sponsor: NSF/MPS/Directorate for Mathematical and Physical Sciences
Authors: Oleksii Mostovyi
Funding: $420,000
2019-06-03 - 2025-08-31