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Yan Dolinsky

Identifiers

  • name variant Yan Dolinsky 0.60 · backfill

Papers (26)

  1. Scaling Limits for the Discretization of the Martingale Representation Theorem math.PR · 2026 · author #1
  2. Continuous-time Duality for Super-replication with Transient Price Impact q-fin.PR · 2018 · author #2
  3. Market Delay and G-expectations q-fin.MF · 2017 · author #1
  4. Numerical Scheme for Dynkin Games under Model Uncertainty math.PR · 2017 · author #2
  5. Super-Replication with Fixed Transaction Costs q-fin.MF · 2016 · author #2
  6. Recombining Tree Approximations for Optimal Stopping for Diffusions math.PR · 2016 · author #2
  7. The Scaling Limit of Superreplication Prices with Small Transaction Costs in the Multivariate Case math.PR · 2015 · author #2
  8. Super-replication in Fully Incomplete Markets q-fin.MF · 2015 · author #1
  9. Convex duality with transaction costs q-fin.MF · 2015 · author #1
  10. Super-replication with nonlinear transaction costs and volatility uncertainty q-fin.MF · 2014 · author #2
  11. Risk Minimization for Game Options in Markets Imposing Minimal Transaction Costs q-fin.MF · 2014 · author #1
  12. Hedging of Game Options under Model Uncertainty in Discrete Time q-fin.PR · 2013 · author #1
  13. Robust Hedging with Proportional Transaction Costs q-fin.PM · 2013 · author #1
  14. Martingale Optimal Transport and Robust Hedging in Continuous Time math.PR · 2012 · author #1
  15. Approximating stochastic volatility by recombinant trees q-fin.CP · 2012 · author #2
  16. Numerical schemes for $G$--Expectations math.PR · 2011 · author #1
  17. Duality and Convergence for Binomial Markets with Friction q-fin.CP · 2011 · author #1
  18. Hedging of Game Options With the Presence of Transaction Costs q-fin.PM · 2011 · author #1
  19. Weak Approximation of G-Expectations math.PR · 2011 · author #1
  20. Limit Theorems for Partial Hedging Under Transaction Costs q-fin.CP · 2010 · author #1
  21. Shortfall Risk Approximations for American Options in the multidimensional Black--Scholes Model q-fin.CP · 2010 · author #1
  22. Error Estimates for Multinomial Approximations of American Options in Merton's Model q-fin.CP · 2010 · author #1
  23. Applications of weak convergence for hedging of game options math.PR · 2009 · author #1
  24. Binomial Approximations for Barrier Options of Israeli Style q-fin.PR · 2009 · author #1
  25. Binomial approximations of shortfall risk for game options math.PR · 2008 · author #1
  26. Another Correction. Error estimates for Binomial approximations of game options math.PR · 2008 · author #1

Mentions

  • 2606.11393 #1 · arxiv_oai · confidence 0.70 Yan Dolinsky
  • 1510.04537 #2 · backfill · confidence 0.70 Yan Dolinsky
  • 1508.05233 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1502.01735 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1411.1229 #2 · backfill · confidence 0.70 Yan Dolinsky
  • 1408.3774 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1304.3574 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1302.0590 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1208.4922 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1205.3555 #2 · backfill · confidence 0.70 Yan Dolinsky
  • 1109.3430 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1106.2095 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1103.1165 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1103.0575 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1004.1576 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1004.1575 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 1004.1574 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 0908.3661 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 0907.4136 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 0811.1896 #1 · backfill · confidence 0.70 Yan Dolinsky
  • 0806.2782 #1 · backfill · confidence 0.70 Yan Dolinsky

Frequent Coauthors