Yan
Dolinsky

Full Professor
Statistics Department
Hebrew University of Jerusalem

Mount Scopus, Jerusalem 91905

Research Interests:
Stochastic Finance, Applied Probability

Recent Preprints:

Y. Dolinsky, "Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact", submitted.
Y. Dolinsky and X. Zhang, "Scaling Limits for Exponential Hedging in the Brownian Framework", submitted.

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