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Dive into the research topics where Yan Dolinsky is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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SCALING LIMITS FOR EXPONENTIAL HEDGING IN THE BROWNIAN FRAMEWORK
Dolinsky, Y. & Zhang, X., 2026, In: SIAM Journal on Control and Optimization. 64, 2, p. 748-762 15 p.Research output: Contribution to journal › Article › peer-review
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A note on optimal liquidation with linear price impact
Dolinsky, Y. & Greenstein, D., Mar 2025, In: Modern Stochastics: Theory and Applications. 12, 2, p. 123-134 12 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Explicit Computations for Delayed Semistatic Hedging
Dolinsky, Y. & Zuk, O., 2025, In: SIAM Journal on Financial Mathematics. 16, 1, p. 29-52 24 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Exponential utility maximization with delay in a continuous time Gaussian framework
Dolinsky, Y., Dec 2025, In: Systems and Control Letters. 206, 106270.Research output: Contribution to journal › Article › peer-review
Open Access -
Some computations for optimal execution with monotone strategies
Dolinsky, Y., Jun 2025, In: Systems and Control Letters. 200, 106083.Research output: Contribution to journal › Article › peer-review
Open Access