Browsing by Author Dolinsky, Y
Showing results 1 to 6 of 6
| Publication Date | Article Title | Author(s) |
|---|---|---|
| 1-Jan-2014 | Approximating stochastic volatility by recombinant trees | Akyildirim, E; Dolinsky, Y; Soner, H Mete |
| 1-May-2017 | Convex duality with transaction costs | Dolinsky, Y; Soner, H Mete |
| 1-Jul-2013 | Duality and convergence for binomial markets with friction | Dolinsky, Y; Soner, H Mete |
| 1-Jan-2013 | Martingale optimal transport and robust hedging in continuous time | Dolinsky, Y; Soner, H Mete |
| 30-Jul-2015 | Martingale optimal transport in the Skorokhod space | Dolinsky, Y; Soner, H Mete |
| 1-Jan-2014 | Robust hedging with proportional transaction costs | Dolinsky, Y; Soner, H Mete |