Scholar
Yan Dolinsky
Google Scholar ID: jBKayRQAAAAJ
Hebrew University
Citations & Impact
Citations
449
H-index
10
i10-index
11
Publications
20
Co-authors
0
Publications
Resume (English only)
Academic Achievements
- Recent Preprints: 1. Y. Dolinsky, 'Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact', submitted; 2. Y. Dolinsky and X. Zhang, 'Scaling Limits for Exponential Hedging in the Brownian Framework', submitted.
Background
- Research Interests: Stochastic Finance, Applied Probability. Position: Full Professor at the Statistics Department, Hebrew University of Jerusalem.
Co-authors