Yan
Dolinsky
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
Recent Preprints:
Y. Dolinsky and X. Zhang, "Scaling Limits for Exponential Hedging in the Brownian Framework, submitted.
Y. Dolinsky, "Some Computations for Optimal Execution with Monotone Strategies", to appear in Systems and Control Letters.