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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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Collaborations and top research areas from the last five years
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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.The Hebrew University of Jerusalem
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.The Hebrew University of Jerusalem
Research output: Contribution to journal › Article › peer-review
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Some computations for optimal execution with monotone strategies
Dolinsky, Y., Jun 2025, In: Systems and Control Letters. 200, 106083.The Hebrew University of Jerusalem
Research output: Contribution to journal › Article › peer-review
Open Access -
Duality theory for exponential utility-based hedging in the Almgren-Chriss model
Dolinsky, Y., 3 Jun 2024, In: Journal of Applied Probability. 61, 2, p. 420-438 19 p.The Hebrew University of Jerusalem
Research output: Contribution to journal › Article › peer-review
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Optimal Investment with a Noisy Signal of Future Stock Prices
Bank, P. & Dolinsky, Y., Apr 2024, In: Applied Mathematics and Optimization. 89, 2, 35.The Hebrew University of Jerusalem
Research output: Contribution to journal › Article › peer-review
Open Access