Jan Obloj

Navedeno

	Vse	Od leta 2020
Navedbe	2131	974
indeks h	25	18
indeks i10	44	30

260

130

195

2006200720082009201020112012201320142015201620172018201920202021202220232024202514 22 16 14 43 54 58 86 108 103 144 170 111 189 159 214 122 191 255 33

Javni dostop

Prikaži vse

32 člankov

0 člankov

na voljo

ni na voljo

Na podlagi zahtev v povezavi s financiranjem

Soavtorji

Alexander CoxUniversity of BathPreverjeni e-poštni naslov na bath.ac.uk
Johannes WieselCarnegie Mellon UniversityPreverjeni e-poštni naslov na cmu.edu
Xunyu ZhouLiu Family Professor of IEOR, Columbia UniversityPreverjeni e-poštni naslov na columbia.edu
Gregoire LoeperBNP Paribas Global Markets, ParisPreverjeni e-poštni naslov na monash.edu
TOUZI NizarEcole PolytechniquePreverjeni e-poštni naslov na polytechnique.edu
Xue Dong HeThe Chinese University of Hong KongPreverjeni e-poštni naslov na se.cuhk.edu.hk
Pietro SiorpaesImperial College LondonPreverjeni e-poštni naslov na imperial.ac.uk
Gaoyue GuoCentraleSupélec Université Paris-ScalayPreverjeni e-poštni naslov na centralesupelec.fr
Anna AksamitThe University of SydneyPreverjeni e-poštni naslov na sydney.edu.au
Samuel DrapeauShanghai Jiao Tong UniversityPreverjeni e-poštni naslov na saif.sjtu.edu.cn
Tongseok Lim / 임동석Mitch Daniels School of Business, Purdue UniversityPreverjeni e-poštni naslov na purdue.edu
El Karoui NicoleProfesseur Emerite Sorbonne UniversitéPreverjeni e-poštni naslov na sorbonne-universite.fr
Daniel BartlUniversity of ViennaPreverjeni e-poštni naslov na univie.ac.at
Mathias BeiglböckUniversität WienPreverjeni e-poštni naslov na univie.ac.at
Ivan GuoAssociate Professor, Monash UniversityPreverjeni e-poštni naslov na monash.edu
Maggis MarcoProfessore Associato, Dipartimento di Matematica, Università degli Studi di MilanoPreverjeni e-poštni naslov na unimi.it
Marco FrittelliProfessor at Milano UniversityPreverjeni e-poštni naslov na unimi.it
Matteo BurzoniUniversità degli studi di MilanoPreverjeni e-poštni naslov na unimi.it
Paolo GuasoniDublin City University and Università di BolognaPreverjeni e-poštni naslov na dcu.ie
Yifan JiangDPhil student, University of OxfordPreverjeni e-poštni naslov na maths.ox.ac.uk

Spremljaj

Jan Obloj

Professor of Mathematics, University of Oxford

Preverjeni e-poštni naslov na maths.ox.ac.uk - Domača stran

Mathematical Finance Probability theory Stochastic Analysis Martingale Optimal Transport Data-driven methods


Naslov Razvrsti po navedbah Razvrsti po letniku Razvrsti po naslovu	Navedeno Navedeno	Leto
The Skorokhod embedding problem and its offspring J Obłój	257	2004
Robust pricing and hedging of double no-touch options AMG Cox, J Obłój Finance and Stochastics 15, 573-605, 2011	149	2011
Fine-tune your smile: Correction to Hagan et al J Oblój arXiv preprint arXiv:0708.0998, 2007	107	2007
Arbitrage bounds for prices of weighted variance swaps M Davis, J Obłój, V Raval Mathematical Finance 24 (4), 821-854, 2014	104	2014
Computational methods for martingale optimal transport problems G Guo, J Obłój The Annals of Applied Probability 29 (6), 3311-3347, 2019	103	2019
Robust pricing–hedging dualities in continuous time Z Hou, J Obłój Finance and Stochastics 22 (3), 511-567, 2018	88	2018
Robust hedging of double touch barrier options AMG Cox, J Obloj SIAM Journal on Financial Mathematics 2 (1), 141-182, 2011	82	2011
The maximum maximum of a martingale with given n marginals P Henry-Labordere, J Obłój, P Spoida, N Touzi The Annals of Applied Probability, 1-44, 2016	78	2016
Pointwise arbitrage pricing theory in discrete time M Burzoni, M Frittelli, Z Hou, M Maggis, J Obłój Mathematics of Operations Research 44 (3), 1034-1057, 2019	71	2019
The incentives of hedge fund fees and high‐water marks P Guasoni, J Obłój Mathematical Finance 26 (2), 269-295, 2016	68	2016
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model V Cherny, J Obłój Finance and Stochastics 17, 771-800, 2013	54	2013
Pathwise inequalities for local time: applications to Skorokhod embeddings and optimal stopping AMG Cox, D Hobson, J Obłój	52	2008
Sensitivity analysis of Wasserstein distributionally robust optimization problems D Bartl, S Drapeau, J Obłój, J Wiesel Proceedings of the Royal Society A 477 (2256), 20210176, 2021	51*	2021
The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach AMG Cox, J Obłój, N Touzi Probability Theory and Related Fields 173 (1), 211-259, 2019	47	2019
Market completion using options M Davis, J Obloj Advances in Mathematics of Finance 83, 49-60, 2008	44	2008
Dynamically consistent investment under model uncertainty: the robust forward criteria S Källblad, J Obłój, T Zariphopoulou Finance and Stochastics 22 (4), 879-918, 2018	40*	2018
On Azéma–Yor processes, their optimal properties and the Bachelier–Drawdown equation L Carraro, N El Karoui, J Obłój	40	2012
Dual attainment for the martingale transport problem M Beiglböck, T Lim, J Obłój Bernoulli 25 (3), 1640-1658, 2019	38	2019
Robust pricing and hedging of options on multiple assets and its numerics S Eckstein, G Guo, T Lim, J Obłój SIAM Journal on Financial Mathematics 12 (1), 158-188, 2021	37	2021
Pathwise stochastic calculus with local times M Davis, J Obłój, P Siorpaes	37*	2018

Sistem trenutno ne more izvesti postopka. Poskusite znova pozneje.

Članki 1–20

Št. navedb na leto

Podvojene navedbe

Združene navedbe

Dodajanje soavtorjevSoavtorji

Spremljaj

Navedeno

Soavtorji