Yan Dolinsky

Full Professor

Statistics Department

Hebrew University of Jerusalem

Mount Scopus, Jerusalem 91905

email: yan.dolinsky@mail.huji.ac.il

Research Interests

Stochastic Finance, Applied Probability.

Preprints:

Y. Dolinsky and D. Greenstein, "A Note on Optimal Liquidation with Linear Price Impact", submitted.
Y. Dolinsky, "Delayed Semi-static Hedging in the Continuous Time Bachelier Model", submitted.
Y. Dolinsky and O. Zuk, "Explicit Computations for Delayed Semistatic Hedging", submitted.