Jan Ob\l\'oj

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Papers (8)

1. Two explicit Skorokhod embeddings for simple symmetric random walk math.PR · 2017 · author #3
2. Dual attainment for the martingale transport problem math.PR · 2017 · author #3
3. Structure of martingale transports in finite dimensions math.PR · 2017 · author #1
4. Robust framework for quantifying the value of information in pricing and hedging q-fin.MF · 2016 · author #3
5. Robust pricing--hedging duality for American options in discrete time financial markets math.OC · 2016 · author #3
6. Pathwise Stochastic Calculus with Local Times math.PR · 2015 · author #2
7. The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach math.PR · 2015 · author #2
8. On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale math.PR · 2014 · author #2

Mentions

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Frequent Coauthors

• Alexander M. G. Cox 2 shared papers
• Anna Aksamit 2 shared papers
• Pietro Siorpaes 2 shared papers
• Mark Davis 1 shared papers
• Mathias Beiglboeck 1 shared papers
• Nizar Touzi 1 shared papers
• Sang Hu 1 shared papers
• Shuoqing Deng 1 shared papers
• Tongseok Lim 1 shared papers
• Xiaolu Tan 1 shared papers
• Xuedong He 1 shared papers
• Xunyu Zhou 1 shared papers
• Zhaoxu Hou 1 shared papers