Yan Dolinsky

760 total citations
39 papers, 325 citations indexed

About

Yan Dolinsky is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Yan Dolinsky has authored 39 papers receiving a total of 325 indexed citations (citations by other indexed papers that have themselves been cited), including 39 papers in Finance, 22 papers in Economics and Econometrics and 14 papers in Management Science and Operations Research. Recurrent topics in Yan Dolinsky's work include Stochastic processes and financial applications (38 papers), Economic theories and models (18 papers) and Financial Risk and Volatility Modeling (10 papers). Yan Dolinsky is often cited by papers focused on Stochastic processes and financial applications (38 papers), Economic theories and models (18 papers) and Financial Risk and Volatility Modeling (10 papers). Yan Dolinsky collaborates with scholars based in Israel, Switzerland and United States. Yan Dolinsky's co-authors include H. Meté Soner, Marcel Nutz, Yuri Kifer, Erhan Bayraktar, Peter Bank, Erdinç Akyıldırım, Or Zuk, Miklós Rásonyi and Jia Guo and has published in prestigious journals such as Mathematics of Operations Research, Probability Theory and Related Fields and Journal of Applied Probability.

In The Last Decade

Yan Dolinsky

34 papers receiving 308 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Yan Dolinsky Israel	11	280	142	113	40	36	39	325
Alexander M. G. Cox United Kingdom	10	390 1.4×	173 1.2×	114 1.0×	58 1.4×	54 1.5×	26	468
Tai‐Ho Wang United States	10	340 1.2×	113 0.8×	99 0.9×	13 0.3×	42 1.2×	33	444
Beatrice Acciaio Austria	8	171 0.6×	104 0.7×	141 1.2×	24 0.6×	22 0.6×	21	256
Simone Farinelli Italy	8	241 0.9×	157 1.1×	151 1.3×	12 0.3×	17 0.5×	19	325
Claude Martini France	8	308 1.1×	84 0.6×	129 1.1×	22 0.6×	25 0.7×	29	354
Mihai Ŝırbu United States	11	331 1.2×	190 1.3×	104 0.9×	32 0.8×	22 0.6×	22	372
Jan Obłój United Kingdom	13	444 1.6×	218 1.5×	221 2.0×	68 1.7×	65 1.8×	45	589
Jeannette H. C. Woerner Germany	10	298 1.1×	106 0.7×	43 0.4×	19 0.5×	64 1.8×	23	326
Christa Cuchiero Austria	11	263 0.9×	75 0.5×	52 0.5×	19 0.5×	23 0.6×	25	315
Ying Jiao France	10	284 1.0×	69 0.5×	73 0.6×	22 0.6×	18 0.5×	31	326

Countries citing papers authored by Yan Dolinsky

Since Specialization

Citations

This map shows the geographic impact of Yan Dolinsky's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Yan Dolinsky with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yan Dolinsky more than expected).

Fields of papers citing papers by Yan Dolinsky

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yan Dolinsky. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Yan Dolinsky. The network helps show where Yan Dolinsky may publish in the future.

Co-authorship network of co-authors of Yan Dolinsky

This figure shows the co-authorship network connecting the top 25 collaborators of Yan Dolinsky. A scholar is included among the top collaborators of Yan Dolinsky based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Yan Dolinsky. Yan Dolinsky is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Dolinsky, Yan & Or Zuk. (2025). Explicit Computations for Delayed Semistatic Hedging. SIAM Journal on Financial Mathematics. 16(1). 29–52.

Dolinsky, Yan, et al.. (2024). Optimal liquidation with high risk aversion and small linear price impact. Decisions in Economics and Finance. 47(1). 183–198.

Bank, Peter & Yan Dolinsky. (2024). Optimal Investment with a Noisy Signal of Future Stock Prices. Applied Mathematics & Optimization. 89(2). 1 indexed citations

Dolinsky, Yan. (2023). Duality theory for exponential utility-based hedging in the Almgren–Chriss model. Journal of Applied Probability. 61(2). 420–438. 1 indexed citations

Dolinsky, Yan & Or Zuk. (2023). Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework. SIAM Journal on Financial Mathematics. 14(3). SC31–SC41. 1 indexed citations

Dolinsky, Yan, et al.. (2022). A scaling limit for utility indifference prices in the discretised Bachelier model. Finance and Stochastics. 26(2). 335–358. 2 indexed citations

Dolinsky, Yan, et al.. (2022). Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact. SIAM Journal on Financial Mathematics. 13(1). SC12–SC25. 1 indexed citations

Bank, Peter & Yan Dolinsky. (2021). Short Communication: A Note on Utility Indifference Pricing with Delayed Information. SIAM Journal on Financial Mathematics. 12(2). SC31–SC43. 5 indexed citations

Dolinsky, Yan, et al.. (2019). Market delay and G-expectations. Stochastic Processes and their Applications. 130(2). 694–707. 2 indexed citations

10.

Bank, Peter & Yan Dolinsky. (2019). Super-replication with fixed transaction costs. The Annals of Applied Probability. 29(2). 1 indexed citations

11.

Bayraktar, Erhan, Yan Dolinsky, & Jia Guo. (2017). Recombining Tree Approximations for Optimal Stopping for Diffusions. SSRN Electronic Journal.

12.

Bank, Peter, et al.. (2016). The scaling limit of superreplication prices with small transaction costs in the multivariate case. Finance and Stochastics. 21(2). 487–508. 5 indexed citations

13.

Dolinsky, Yan & H. Meté Soner. (2015). Martingale optimal transport in the Skorokhod space. Stochastic Processes and their Applications. 125(10). 3893–3931. 21 indexed citations

14.

Dolinsky, Yan. (2014). Hedging of game options under model uncertainty in discrete time. Electronic Communications in Probability. 19(none). 4 indexed citations

15.

Dolinsky, Yan. (2013). Hedging of game options with the presence of transaction costs. The Annals of Applied Probability. 23(6). 5 indexed citations

16.

Dolinsky, Yan & H. Meté Soner. (2013). Robust Hedging with Proportional Transaction Costs. SSRN Electronic Journal. 17 indexed citations

17.

Dolinsky, Yan & H. Meté Soner. (2012). Robust Hedging and Martingale Optimal Transport in Continuous Time. arXiv (Cornell University). 13 indexed citations

18.

Dolinsky, Yan. (2012). Numerical schemes for G-Expectations. Electronic Journal of Probability. 17(none). 10 indexed citations

19.

Dolinsky, Yan, Marcel Nutz, & H. Meté Soner. (2011). Weak approximation of G-expectations. Stochastic Processes and their Applications. 122(2). 664–675. 23 indexed citations

20.

Dolinsky, Yan, et al.. (2010). PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME. Mathematical Finance. 21(3). 447–474. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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