Academic staff
Researcher interests: Stochastic Finance, Applied Probability
FACULTY / SCHOOL: Faculty of Social Sciences
DEPARTMENT: Statistics
Contact Business Development: Anna Pellivert

Selected Publications

Yan Dolinsky, erhan bayraktar, leonid dolinskyi
extended weak convergence and utility maximization with proportional transaction costs (2019)| arXiv preprint arXiv:1912.08863| Read more
benjamin gottesman, Yan Dolinsky, ori gurelgurevich
a note on costs minimization with stochastic target constraints (2019)| arXiv: Probability| Read more
Yan Dolinsky, jonathan zouari
the value of insider information for super replication with quadratic transaction costs (2019)| arXiv preprint arXiv:1910.09855| Read more
benjamin gotteman, Yan Dolinsky, ori gurelgurevich
costs minimization with stochastic target constraints (2019)| arXiv preprint arXiv:1907.02429| Read more
Yan Dolinsky, peter bank
super replication with fixed transaction costs (2019)| Annals of Applied Probability| Read more
Yan Dolinsky, jonathan zouari
market delay and g expectations (2019)| Stochastic Processes and their Applications| Read more
ariel neufeld, Yan Dolinsky
super replication in fully incomplete markets (2018)| Mathematical Finance| Read more
benjamin gottesman, Yan Dolinsky
numerical scheme for dynkin games under model uncertainty (2018)| Electronic Journal of Probability| Read more
Yan Dolinsky, erhan bayraktar, jia guo
recombining tree approximations for optimal stopping for diffusions (2018)| Siam Journal on Financial Mathematics| Read more
Yan Dolinsky, peter bank
continuous time duality for super replication with transient price impact (2018)| arXiv preprint arXiv:1808.09807| Read more

Contact for more information:

Anna Pellivert
VP, BUSINESS DEVELOPMENT
+972-2-6586697
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