Olena Bahchedjioglou
Author
Alternate names Olena Bahchedjioglou, O. O. Bahchedjioglou
Institution Taras Shevchenko National University of Kyiv
Past institution Taras Shevchenko National University of Kyiv
ORCID: Yes
H-index: 1
I10-index:
Works count: 4
Citations count: 2
Minimax identity with robust utility functional for a nonconcave utility
2022 · Olena Bahchedjioglou, Georgiy Shevchenko · Modern Stochastics Theory and Applications
Optimal investments for the standard maximization problem with non-concave utility function in complete market model
2022 · Olena Bahchedjioglou, Georgiy Shevchenko · Mathematical Methods of Operations Research
Duality theory for concavification of utility functions in incomplete market model
2021 · Olena Bahchedjioglou · Bulletin of Taras Shevchenko National University of Kyiv Series Physics and Mathematics