The following pages link to Yan Dolinsky (Q303966):
Displaying 44 items.
- Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- Hedging of game options with the presence of transaction costs (Q389062) (← links)
- Numerical schemes for \(G\)-expectations (Q392683) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Robust hedging with proportional transaction costs (Q468414) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- Weak approximation of \(G\)-expectations (Q665446) (← links)
- Hedging of game options under model uncertainty in discrete time (Q743096) (← links)
- Approximating stochastic volatility by recombinant trees (Q744390) (← links)
- Corrigendum to: ``Martingale optimal transport in the Skorokhod space'' (Q898410) (← links)
- Correction: Error estimates for binomial approximations of game options (Q930687) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Super-replication with fixed transaction costs (Q1737955) (← links)
- Applications of weak convergence for hedging of game options (Q1958505) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← links)
- What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- A note on costs minimization with stochastic target constraints (Q2183107) (← links)
- Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- Market delay and \(G\)-expectations (Q2289806) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Risk minimization for game options in markets imposing minimal transaction costs (Q2830887) (← links)
- LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS (Q2875729) (← links)
- PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485) (← links)
- Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (Q3067841) (← links)
- Error estimates for multinomial approximations of American options in a class of jump diffusion models (Q3108370) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- Super‐replication in fully incomplete markets (Q4642729) (← links)
- Short Communication: A Note on Utility Indifference Pricing with Delayed Information (Q4988553) (← links)
- Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (Q5013831) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- Binomial Approximations for Barrier Options of Israeli Style (Q5198539) (← links)
- Convex Duality with Transaction Costs (Q5739151) (← links)
- Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (Q6048446) (← links)
- Optimal investment with a noisy signal of future stock prices (Q6190919) (← links)
- Duality theory for exponential utility-based hedging in the Almgren-Chriss model (Q6500021) (← links)
- A Note on Optimal Liquidation with Linear Price Impact (Q6522885) (← links)
- Optimal liquidation with high risk aversion and small linear price impact (Q6581912) (← links)
