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, 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
Yan Dolinsky, peter bank
scaling limits for super replication with transient price impact (2018)| arXiv preprint arXiv:1810.07832| 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
continuity of utility maximization under weak convergence (2018)| arXiv preprint arXiv:1811.01420| Read more
Yan Dolinsky, peter bank
continuous time duality for super replication with transient price impact (2018)| arXiv preprint arXiv:1808.09807| Read more
Yan Dolinsky, mete soner
convex duality with transaction costs (2017)| Mathematics of Operations Research| Read more
aripekka perkkio, Yan Dolinsky, peter bank
the scaling limit of superreplication prices with small transaction costs in the multivariate case (2017)| Finance and Stochastics| Read more
Yan Dolinsky, mete soner
corrigendum to martingale optimal transport in the skorokhod space stochastic process appl 125 10 2015 3893 3931 ()| Stochastic Processes and their Applications| Read more

Contact for more information:

Anna Pellivert
Manager BD
+972-2-6586697
Contact ME: