E-LIB Suche - Ergebnisse für: Dolinsky, Yan

1

Optimal liquidation with high risk aversion and small linea..:

Dolinskyi, Leonid ; Dolinsky, Yan
Decisions in Economics and Finance. 47 (2024) 1 - p. 183-198 , 2024

Link: https://doi.org/10.1007/..

2

Optimal Investment with a Noisy Signal of Future Stock Pric..:

Bank, Peter ; Dolinsky, Yan
Applied Mathematics & Optimization. 89 (2024) 2 - p. , 2024

Link: https://doi.org/10.1007/..

3

Short Communication: Exponential Utility Maximization in a ..:

Dolinsky, Yan ; Zuk, Or
SIAM Journal on Financial Mathematics. 14 (2023) 3 - p. SC31-SC41 , 2023

Link: https://doi.org/10.1137/..

4

Duality theory for exponential utility-based hedging in the..:

Dolinsky, Yan
Journal of Applied Probability. 61 (2023) 2 - p. 420-438 , 2023

Link: https://doi.org/10.1017/..

5

Short Communication: Utility Indifference Pricing with High..:

Dolinsky, Yan ; Moshe, Shir
SIAM Journal on Financial Mathematics. 13 (2022) 1 - p. SC12-SC25 , 2022

Link: https://doi.org/10.1137/..

6

A scaling limit for utility indifference prices in the disc..:

Cohen, Asaf ; Dolinsky, Yan
Finance and Stochastics. 26 (2022) 2 - p. 335-358 , 2022

Link: https://doi.org/10.1007/..

7

What if We Knew What the Future Brings? Optimal Investment ..:

Bank, Peter ; Dolinsky, Yan ; Rásonyi, Miklós
Applied Mathematics & Optimization. 86 (2022) 2 - p. , 2022

Link: https://doi.org/10.1007/..

8

Short Communication: A Note on Utility Maximization with Pr..:

Bayraktar, Erhan ; Czichowsky, Christoph ; Dolinskyi, Leonid.
SIAM Journal on Financial Mathematics. 12 (2021) 4 - p. SC115-SC125 , 2021

Link: https://doi.org/10.1137/..

9

Short Communication: A Note on Utility Indifference Pricing..:

Bank, Peter ; Dolinsky, Yan
SIAM Journal on Financial Mathematics. 12 (2021) 2 - p. SC31-SC43 , 2021

Link: https://doi.org/10.1137/..

10

The value of insider information for super-replication with..:

Dolinsky, Yan ; Zouari, Jonathan
Stochastic Processes and their Applications. 131 (2021) - p. 394-416 , 2021

Link: https://doi.org/10.1016/..

11

Continuity of utility maximization under weak convergence:

Bayraktar, Erhan ; Dolinsky, Yan ; Guo, Jia
Mathematics and Financial Economics. 14 (2020) 4 - p. 725-757 , 2020

Link: https://doi.org/10.1007/..

12

Market delay and G-expectations:

Dolinsky, Yan ; Zouari, Jonathan
Stochastic Processes and their Applications. 130 (2020) 2 - p. 694-707 , 2020

Link: https://doi.org/10.1016/..

13

Extended weak convergence and utility maximisation with pro..:

Bayraktar, Erhan ; Dolinskyi, Leonid ; Dolinsky, Yan
Finance and Stochastics. 24 (2020) 4 - p. 1013-1034 , 2020

Link: https://doi.org/10.1007/..

14

SUPER-REPLICATION WITH FIXED TRANSACTION COSTS:

Bank, Peter ; Dolinsky, Yan
The Annals of Applied Probability. 29 (2019) 2 - p. 739-757 , 2019

Link: https://www.jstor.org/st..

15

CONTINUOUS-TIME DUALITY FOR SUPERREPLICATION WITH TRANSIENT..:

Bank, Peter ; Dolinsky, Yan
The Annals of Applied Probability. 29 (2019) 6 - p. 3893-3917 , 2019

Link: https://www.jstor.org/st..