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)

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)

Deep level-set method for Stefan problems. - Mykhaylo Shkolnikov; H. Mete Soner; Valentin Tissot-Daguette (J. Comput. Phys., 2024)