Yan Dolinsky
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Artículos de revistas
Continuous-time duality for superreplication with transient price impact
Peter Bank, Yan Dolinsky
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 29, Nº. 6, 2019, págs. 3893-3917
Super-replication with fixed transaction costs
Peter Bank, Yan Dolinsky
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 29, Nº. 2, 2019, págs. 739-757
Super-replication with nonlinear transaction costs and volatility uncertainty.
Peter Bank, Yan Dolinsky, Selim Gökay
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 26, Nº. 3, 2016, págs. 1698-1726
Approximating stochastic volatility by recombinant trees.
Erdinç Akyildirim, Yan Dolinsky, H. Mete Soner
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 24, Nº. 5, 2014, págs. 2176-2205
Hedging of game options with the presence of transaction costs.
Yan Dolinsky
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 23, Nº. 6, 2013, págs. 2212-2237
Applications of weak convergence for hedging of game options.
Yan Dolinsky
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 20, Nº. 5, 2010, págs. 1891-1906
Binomial approximations of shortfall risk for game options.
Yan Dolinsky, Yuri Kifer
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 18, Nº. 5, 2008, págs. 1737-1770
Error estimates for binomial approximations of game options.
Yan Dolinsky, Yuri Kifer
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 18, Nº. 3, 2008, págs. 1271-1277
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