Duality and convergence for binomial markets with friction. - Yan Dolinsky; Halil Mete Soner (Finance Stochastics, 2013)

Robust hedging with proportional transaction costs. - Yan Dolinsky; H. Mete Soner (Finance Stochastics, 2014)

The scaling limit of superreplication prices with small transaction costs in the multivariate case. - Peter Bank; Yan Dolinsky; Ari-Pekka Perkkiö (Finance Stochastics, 2017)

Convex Duality with Transaction Costs. - Yan Dolinsky; H. Mete Soner (Math. Oper. Res., 2017)

Recombining Tree Approximations for Optimal Stopping for Diffusions. - Erhan Bayraktar; Yan Dolinsky; Jia Guo (SIAM J. Financial Math., 2018)

Short Communication: A Note on Utility Indifference Pricing with Delayed Information. - Peter Bank; Yan Dolinsky (SIAM J. Financial Math., 2021)

Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios. - Erhan Bayraktar; Christoph Czichowsky; Leonid Dolinskyi; Yan Dolinsky (SIAM J. Financial Math., 2021)

Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact. - Yan Dolinsky; Shir Moshe (SIAM J. Financial Math., 2022)

Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework. - Yan Dolinsky; Or Zuk (SIAM J. Financial Math., 2023)

Duality theory for exponential utility-based hedging in the Almgren-Chriss model. - Yan Dolinsky (J. Appl. Probab., 2024)

Some computations for optimal execution with monotone strategies. - Yan Dolinsky (Syst. Control. Lett., 2025)

Exponential utility maximization with delay in a continuous time Gaussian framework. - Yan Dolinsky (Syst. Control. Lett., 2025)

Explicit Computations for Delayed Semistatic Hedging. - Yan Dolinsky; Or Zuk (SIAM J. Financial Math., 2025)