Martingale optimal transport and robust hedging in continuous time Y Dolinsky, HM Soner Probability Theory and Related Fields 160 (1), 391-427, 2014 | 237 | 2014 |

Robust hedging with proportional transaction costs Y Dolinsky, HM Soner Finance and Stochastics 18, 327-347, 2014 | 78 | 2014 |

Martingale optimal transport in the Skorokhod space Y Dolinsky, HM Soner Stochastic Processes and their Applications 125 (10), 3893-3931, 2015 | 71 | 2015 |

Weak approximation of G-expectations Y Dolinsky, M Nutz, HM Soner Stochastic Processes and their Applications 122 (2), 664-675, 2012 | 55 | 2012 |

Hedging with risk for game options in discrete time Y Dolinsky, Y Kifer Stochastics An International Journal of Probability and Stochastic Processes …, 2007 | 42 | 2007 |

Duality and convergence for binomial markets with friction Y Dolinsky, HM Soner Finance and Stochastics 17, 447-475, 2013 | 41 | 2013 |

Approximating stochastic volatility by recombinant trees E Akyıldırım, Y Dolinsky, HM Soner | 30 | 2014 |

Numerical schemes for G-expectations Y Dolinsky | 25 | 2012 |

Continuity of utility maximization under weak convergence E Bayraktar, Y Dolinsky, J Guo Mathematics and Financial Economics 14 (4), 725-757, 2020 | 21 | 2020 |

Hedging of game options under model uncertainty in discrete time Y Dolinsky | 20 | 2014 |

Extended weak convergence and utility maximisation with proportional transaction costs E Bayraktar, L Dolinskyi, Y Dolinsky Finance and Stochastics 24 (4), 1013-1034, 2020 | 19 | 2020 |

Super‐replication in fully incomplete markets Y Dolinsky, A Neufeld Mathematical Finance 28 (2), 483-515, 2018 | 19 | 2018 |

Super-replication with nonlinear transaction costs and volatility uncertainty P Bank, Y Dolinsky, S Gökay | 16 | 2016 |

Hedging of game options with the presence of transaction costs Y Dolinsky | 16 | 2013 |

Perfect and partial hedging for swing game options in discrete time Y Dolinsky, Y Iron, Y Kifer Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 13 | 2011 |

Applications of weak convergence for hedging of game options Y Dolinsky | 13 | 2010 |

Binomial approximations of shortfall risk for game options Y Dolinsky, Y Kifer | 12 | 2008 |

Convex duality with transaction costs Y Dolinsky, HM Soner Mathematics of Operations Research 42 (2), 448-471, 2017 | 11 | 2017 |

The scaling limit of superreplication prices with small transaction costs in the multivariate case P Bank, Y Dolinsky, AP Perkkiö Finance and Stochastics 21 (2), 487-508, 2017 | 10 | 2017 |

Recombining tree approximations for optimal stopping for diffusions E Bayraktar, Y Dolinsky, J Guo SIAM Journal on Financial Mathematics 9 (2), 602-633, 2018 | 9 | 2018 |