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Yan Dolinsky · Study
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Author
Yan Dolinsky
8 works
· latest 2015
· 2 institutions
cluster: provisional
ORCID 0000-0002-4585-6713
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Citations
542
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Most cited in this library
Martingale optimal transport and robust hedging in continuous time
2013 · 218 citations
Robust hedging with proportional transaction costs
2014 · 79 citations
Martingale Optimal Transport and Robust Hedging in Continuous Time
2013 · 54 citations
Martingale optimal transport in the Skorokhod space
2015 · 53 citations
Weak approximation of G -expectations
2011 · 45 citations
Works
8 shown
Martingale optimal transport in the Skorokhod space
Stochastic Processes and their Applications
·
2015
·
2 authors
·
Open access
53
citations
Robust hedging with proportional transaction costs
Finance and Stochastics
·
2014
·
2 authors
·
Open access
79
citations
Martingale optimal transport and robust hedging in continuous time
Probability Theory and Related Fields
·
2013
·
2 authors
·
Open access
218
citations
Martingale Optimal Transport and Robust Hedging in Continuous Time
SSRN Electronic Journal
·
2013
·
2 authors
·
preprint
·
Open access
54
citations
Robust Hedging with Proportional Transaction Costs
SSRN Electronic Journal
·
2013
·
2 authors
·
preprint
·
Open access
30
citations
Duality and convergence for binomial markets with friction
Finance and Stochastics
·
2012
·
2 authors
40
citations
Weak approximation of G -expectations
Stochastic Processes and their Applications
·
2011
·
3 authors
·
Open access
45
citations
Hedging with risk for game options in discrete time
Stochastics
·
2007
·
2 authors
23
citations