Yan Dolinsky - Info zur Person mit Bilder, News & Links



	Hebrew University Transaction Costs Hedging Skorokhod Mathematics Finance Israel Mete Soner University of Jerusalem Robust

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ORIE Colloquium: Numerical Schemes for Stochastic Volatility Models -...

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Cornell University is a private research university that provides an exceptional education for undergraduates and graduate and professional students. Cornell's...

Department of Mathematics: Event № 1202

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WI, Geometric Functional Analysis and Probability Seminar - Yan Dolinsky Hebrew University of Jerusalem. Martingale Inequalities and Model Independent ...

Optimal Stopping, Sequential Measures and Related Topics

www.archiv.stochastik.uni-freiburg.de

conference

Talks in Financial and Insurance Mathematics – RiskLab Switzerland |...

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Autumn Semester Note: The highlighted event marks the next occurring event and events marked with an asterisk (*) indicate that the time and/or location are different from the usual time and/or location. Date / Time, Speaker, Title, Location. 12 September :15-18:15, Prof. Dr. Yan Dolinsky Hebrew University

Netzwerk-Profile

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Facebook: Yan Dolinsky | Facebook

LinkedIn: Yan Dolinsky | 领英 - LinkedIn

同行，与全球500,000,000 位职场人士一起驰骋职场。查看Yan的完整档案 ...

LinkedIn: Yan Dolinsky | LinkedIn

View Yan Dolinsky's professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Yan Dolinsky discover inside ...

Prof Yan Dolinsky | Statistics and data science

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Stochastic Finance, Applied Probability

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www.phd-finance.uzh.ch › People › alumni › ak...UZH - Doctoral Program in Finance - Erdinc Akyildirim

www.phd-finance.uzh.ch

13-14; Erdinc Akyildirim: Partial Hedging and Cash Requirement in Discrete Time, March 2013, FINRISK WP 840; Erdinc Akyildirim, Yan Dolinsky, H. Mete ...

Bücher

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Martingale optimal transport in the Skorokhod space - EconBiz

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Martingale optimal transport in the Skorokhod space. Yan Dolinsky; Mete Soner. Year of publication: Authors: Dolinsky, Yan ; Soner, Halil Mete. Publisher: Geneva : Swiss Finance Inst. Subject: Robust hedging | Martingale Optimal Transport | Super-replication | Optionsgeschäft | Option trading | Martingal | Martingale ...

Advances in Dynamic Games | Ebook | Ellibs Ebookstore

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Ellibs Ebookstore - Ebook: Advances in Dynamic Games - Author: Breton, Michèle - Price: 142,95€

Problems in Hedging for Game Options - Yan Dolinsky - Google Books

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Problems in Hedging for Game Options. Front Cover. Yan Dolinsky. Hebrew University of Jerusalem, Finance pages. 0 Reviews ...

2017 MATRIX Annals - Google Books

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MATRIX is Australia’s international and residential mathematical research institute. It facilitates new collaborations and mathematical advances through...

Dokumente zum Namen

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[ v2] Robust Hedging with Proportional Transaction Costs

arxiv.org

Authors:Yan Dolinsky, H.Mete Soner. (Submitted on 4 Feb (v1), revised 11 Apr (this version, v2), latest version 29 Aug (v3)). Abstract: Duality for ...

Convex Duality with Transaction Costs by Yan Dolinsky, Halil Mete...

papers.ssrn.com

Convex duality for two two different super-replication problems in a continuous time financial market with proportional transaction cost is proved. In this mark

Abstracts

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3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance-Abstracts

[ ] A Note on Costs Minimization with Stochastic Target...

arxiv.org

Authors:Yan Dolinsky, Benjamin Gottesman, Ori Gurel-Gurevich. (Submitted on 4 Jul (v1), last revised 26 Nov (this version, v2)).

Wissenschaftliche Veröffentlichungen

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HEDGING OF GAME OPTIONS WITH THE PRESENCE OF TRANSACTION COSTS on...

www.jstor.org

We study the problem of super-replication for game options under proportional transaction costs. We consider a multidimensional continuous time model, in which...

dblp: Mathematics of Operations Research, Volume 42

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Bibliographic content of Mathematics of Operations Research, Volume 42

dblp: Yan Dolinsky

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List of computer science publications by Yan Dolinsky

HIM: Schedule

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Schedule of the Workshop "Optimal transport and stochastics" Monday, March : :15: ... Yan Dolinsky: Convex Duality with Transaction Costs.

Veröffentlichungen allgemein

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EconPapers: Martingale Optimal Transport in the Skorokhod Space

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By Yan Dolinsky and Mete Soner; Abstract: The dual representation of the martingale optimal transport problem in the Skorokhod space of multi dimensional ...

Duality and convergence for binomial markets with friction |...

link.springer.com

We prove limit theorems for the super-replication cost of European options in a binomial model with friction. Examples covered are markets with proportiona

Convex duality with transaction costs : Yan Dolinsky : Free Download,...

archive.org

Convex duality for two two different super--replication problems in a continuous time financial market with proportional transaction cost is proved. In this...

superreplication - Wiktionary

en.wiktionary.org

English[edit]. Etymology[edit]. super- + replication. Noun[edit]. superreplication. ( mathematics) This term needs a definition. Please help out and add a definition, then remove the text {{rfdef}} . quotations ▽ , Peter Bank, Yan Dolinsky, Ari- Pekka Perkkiö, “The Scaling Limit of Superreplication Prices with Small ...

Sonstiges

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Yan Dolinsky - Research

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Yan Dolinsky

Yan Dolinsky Convex Duality with Transaction Costs

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Advisor - Dr. Yan Dolinsky | Graduate School

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Advisor, Dr. Yan Dolinsky. No of theses, 1. Department, Electrical Engineering. Department Web Site, webee.technion.ac.il/hebrew ...

Details for Yan Dolinsky

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Details: Christoph Czichowsky, Yan Dolinsky, Sergey Nadtochiy, Marcel...

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Quant Sanity Preserver

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We establish a super-replication duality in a continuous-time financial model where an investor's trades adversely affect bid- and ask-prices for a risky asset and ...

Technology Transfer & IP company Hebrew University Jerusalem...

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Technology Transfer - Hebrew University Jerusalem, leading Technology Transfer company, services and opportunities, hands on Technology Transfer, Technology...

Hedging of game options under model uncertainty in discrete time |...

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Hedging of game options under model uncertainty in discrete time

AMaMeF

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Israel, Hebrew University, Yan Dolinsky. Italy, University G. d'Annunzio of Chieti-Pescara, Claudia Ceci. Università di Milano-Bicocca, Emanuela Rosazza ...

Binomial Approximations for Barrier Options of Israeli Style |...

www.springerprofessional.de

Binomial Approximations for Barrier Options of Israeli Style. On a Structure of the Set of Differential Games Values Erstes Kapitel lesen. Autoren: Yan Dolinsky, ...

math.stackexchange.com › questions › european-...European lookback put options uniformly continuous - Mathematics ...

math.stackexchange.com

I am currently reading Martingale optimal transport in the Skorokhod space by Yan Dolinsky and H. Mete Soner. The Skorokhod space used is ...

Error estimates for binomial approximations of game options

projecteuclid.org

The Annals of Applied Probability

Dolinsky , Kifer : Binomial approximations of shortfall risk for game...

projecteuclid.org

Project Euclid - mathematics and statistics online

CRFMS

crfms.pstat.ucsb.edu

Stephan Sturm (ORFE Princeton University) (October, 2011). Srikanth lyer (Fall 2010). Konstantinos Spiliopoulos (Brown University) (January, 2012). Sergey Nadtochy (Oxford Man Institute) (January, 2012). Yan Dolinsky (ETH Zurich) ( January, 2012). Henry Schellhorn (Claremont GraduateUniversity) (February, 2012).

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