Yan Dolinsky

Finance · 2011–2014

A researcher in the Science corpus: 3 papers; trusts 24 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 43 citations into it; #2,833 of 10,518 by trust here, #3,667 by citations
• Economics and Econometrics — 15 citations into it; #19,346 of 23,481 by trust here, #17,346 by citations
• Management Science and Operations Research — 13 citations into it
• Demography — 12 citations into it
• Applied Mathematics — 7 citations into it
• Mathematical Physics — 5 citations into it

Whom Yan Dolinsky trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. David Hobson *
2. Jan Obłój
3. Mark H. A. Davis
4. H. M. Soner
5. Shige Peng
6. Alexander M. G. Cox
7. Nizar Touzi
8. Laurent Denis
9. Cédric Villani
10. Jianfeng Zhang

Who trusts Yan Dolinsky overall

1. Mathias Beiglbock
2. Marcel Nutz
3. Nicolas Perkowski
4. Bruno Bouchard
5. Nicolas Juillet
6. David J. Promel
7. Julio Backhoff-Veraguas
8. R. Lassalle
9. Sara Biagini
10. Pierre Henry-Labordère

Papers from Yan Dolinsky's perspective

Ordered by how strongly the researchers Yan Dolinsky trusts endorse each paper. Same corpus, a different order for every researcher.

1. THE RANGE OF TRADED OPTION PRICES
2. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
3. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
4. The minimum maximum of a continuous martingale with given initial and terminal laws
5. The Skorokhod embedding problem and its offspring
6. Robust Hedging of Barrier Options
7. A trajectorial interpretation of Doob's martingale inequalities
8. Static-arbitrage upper bounds for the prices of basket options
9. ROBUST BOUNDS FOR FORWARD START OPTIONS
10. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

Their papers

• Martingale optimal transport in the Skorokhod space (2014) — 66 citations
• Weak approximation of G-expectations (2011) — 50 citations
• Martingale optimal transport and robust hedging in continuous time (2012) — 243 citations