Full Professor Statistics Department Hebrew University of Jerusalem
Mount Scopus, Jerusalem 91905
E-mail: yan.dolinsky@mail.huji.ac.il
Research Interests:Stochastic Finance, Applied Probability
CV | Google scholar profile
Recent Preprints:
Y. Dolinsky, "Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact", submitted.
Y. Dolinsky and O. Zuk, "A Unique Inverse Decomposition of Positive Definite Matrices under Linear Constraints", submitted.