Silvana M. Pesenti, Pietro Millossovich, Andreas Tsanakas, “Differential quantile-based sensitivity in discontinuous models”, European Journal of Operational Research, 2024
A. I. Sakhanenko, “On detecting alternatives by one-parametric recursive residuals”, Сиб. электрон. матем. изв., 19:1 (2022), 292–308
Peter Bank, Yan Dolinsky, “Short Communication: A Note on Utility Indifference Pricing with Delayed Information”, SIAM J. Finan. Math., 12:2 (2021), SC31
JULIAN SESTER, “ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS”, Int. J. Theor. Appl. Finan., 23:03 (2020), 2050015
Yan Dolinsky, “On shortfall risk minimization for game options”, Modern Stochastics: Theory and Applications, 2020, 379
A. I. Sakhanenko, “On Borovkov's estimate in the Invariance Principle”, Сиб. электрон. матем. изв., 16 (2019), 1776–1784
Denisov D. Sakhanenko A. Wachtel V., “First-Passage Times For Random Walks With Nonidentically Distributed Increments”, Ann. Probab., 46:6 (2018), 3313–3350
Julian Sester, “Time-Discrete Markov Martingale Transport”, SSRN Journal, 2018
Rio E., “Asymptotic Theory of Weakly Dependent Random Processes”, Asymptotic Theory of Weakly Dependent Random Processes, Probability Theory and Stochastic Modelling, 80, Springer-Verlag Berlin, 2017, 1–204
Yan Dolinsky, H. Mete Soner, “Convex Duality with Transaction Costs”, Mathematics of OR, 42:2 (2017), 448
Yan Dolinsky, Halil Mete Soner, “Convex Duality with Transaction Costs”, SSRN Journal, 2016
Marwa Banna, Florence Merlevède, Pierre Youssef, “Bernstein-type inequality for a class of dependent random matrices”, Random Matrices: Theory Appl., 05:02 (2016), 1650006
А. И. Саханенко, О. А. Суховершина, “О точности аппроксимации в теореме Коула для взвешенных эмпирических процессов”, Сиб. электрон. матем. изв., 12 (2015), 784–794
Kartashov A.S. Sakhanenko I A., “About Conditions of Gaussian Approximation of Kernel Estimates For Distribution Density”, Sib. Electron. Math. Rep., 12 (2015), 766–776
Yan Dolinsky, H. Mete Soner, “Martingale optimal transport in the Skorokhod space”, Stochastic Processes and their Applications, 125:10 (2015), 3893
Yan Dolinsky, Halil Mete Soner, “Martingale Optimal Transport in the Skorokhod Space”, SSRN Journal, 2014
Richard C. Bradley, “On a 'Replicating Character String' Model”, Journal of Applied Probability, 51:2 (2014), 512
Yan Dolinsky, H. Mete Soner, “Martingale optimal transport and robust hedging in continuous time”, Probab. Theory Relat. Fields, 160:1-2 (2014), 391
Yan Dolinsky, Halil Mete Soner, “Martingale Optimal Transport and Robust Hedging in Continuous Time”, SSRN Journal, 2013
А. И. Саханенко, “Одна общая оценка в принципе инвариантности”, Сиб. матем. журн., 52:4 (2011), 876–893 ; A. I. Sakhanenko, “A general estimate in the invariance principle”, Siberian Math. J., 52:4 (2011), 696–710