Skip to main content

Browsing by Author Dolinsky, Y

Showing results 1 to 6 of 6
Publication DateArticle TitleAuthor(s)
1-Jan-2014Approximating stochastic volatility by recombinant treesAkyildirim, E; Dolinsky, Y; Soner, H Mete
1-May-2017Convex duality with transaction costsDolinsky, Y; Soner, H Mete
1-Jul-2013Duality and convergence for binomial markets with frictionDolinsky, Y; Soner, H Mete
1-Jan-2013Martingale optimal transport and robust hedging in continuous timeDolinsky, Y; Soner, H Mete
30-Jul-2015Martingale optimal transport in the Skorokhod spaceDolinsky, Y; Soner, H Mete
1-Jan-2014Robust hedging with proportional transaction costsDolinsky, Y; Soner, H Mete