Dolinsky, Yan
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Articles (18)

Dolinsky, Yan, Bank, Peter.
Superreplication with fixed transaction costs.
The Annals of Applied Probability
2019.
29:739757

Gottesman, Benjamin, Dolinsky, Yan.
Numerical scheme for Dynkin games under model uncertainty.
Electronic Journal of Probability
2018.
2018:

Kifer, Yuri, Dolinsky, Yan.
Risk minimization for game options in markets imposing minimal transaction costs.
Advances in Applied Probability
2016.
48:926946

Gökay, Selim, Dolinsky, Yan, Bank, Peter.
Superreplication with nonlinear transaction costs and volatility uncertainty.
The Annals of Applied Probability
2016.
26:16981726

Dolinsky, Yan.
LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS.
Mathematical Finance
2014.
24:567597

Dolinsky, Yan.
Hedging of game options under model uncertainty in discrete time.
Electronic Communications in Probability
2014.
19:111

Soner, H. Mete, Dolinsky, Yan.
Robust hedging with proportional transaction costs.
Finance and Stochastics
2014.
18:327347

Dolinsky, Yan.
Hedging of game options under model uncertainty in discrete
time.
Electronic Communications in Probability
2014.
2014:

Soner, H. Mete, Dolinsky, Yan, Akyıldırım, Erdinç.
Approximating stochastic volatility by recombinant trees.
The Annals of Applied Probability
2014.
24:21762205

Dolinsky, Yan.
Hedging of game options with the presence of transaction costs.
The Annals of Applied Probability
2013.
23:22122237

Soner, Halil Mete, Dolinsky, Yan.
Duality and convergence for binomial markets with friction.
Finance and Stochastics
2013.
17:447475

Dolinsky, Yan.
Numerical schemes for GExpectations.
Electronic Journal of Probability
2012.
17:115

Dolinsky, Yan.
Error estimates for multinomial approximations of American options in a class of jump diffusion models.
International Journal of Stochastic Modelling and Applications
2011.
83:415429

Kifer, Yuri, Iron, Yonathan, Dolinsky, Yan.
PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME.
Mathematical Finance
2011.
21:447474

Dolinsky, Yan.
Shortfall risk approximations for American options in the multidimensional BlackScholes model.
Journal of Applied Probability
2010.
47:9971012

Dolinsky, Yan.
Applications of weak convergence for hedging of game options.
The Annals of Applied Probability
2010.
20:18911906

Dolinsky, Yan, Kifer, Yuri.
Error estimates for binomial approximations of game options.
The Annals of Applied Probability
2008.
18:12711277

Dolinsky, Yan, Kifer, Yuri.
Binomial approximations of shortfall risk for game options.
The Annals of Applied Probability
2008.
18:17371770