Jan Ob{\l}\'oj

Identifiers

• name variant Jan Ob{\l}\'oj 0.60 · backfill

Papers (5)

1. Pointwise Arbitrage Pricing Theory in Discrete Time q-fin.MF · 2016 · author #5
2. An Iterated Az\'{e}ma-Yor Type Embedding for Finitely Many Marginals math.PR · 2013 · author #1
3. The maximum maximum of a martingale with given $n$ marginals math.PR · 2012 · author #2
4. On Az\'ema-Yor processes, their optimal properties and the Bachelier-drawdown equation math.PR · 2009 · author #3
5. Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping math.PR · 2007 · author #3

Mentions

• 1304.0368 #1 · backfill · confidence 0.70 Jan Ob{\l}\'oj
• 1203.6877 #2 · backfill · confidence 0.70 Jan Ob{\l}\'oj
• 0902.1328 #3 · backfill · confidence 0.70 Jan Ob{\l}\'oj

Frequent Coauthors

• Peter Spoida 2 shared papers
• A. M. G. Cox 1 shared papers
• David Hobson 1 shared papers
• Laurent Carraro 1 shared papers
• Marco Frittelli 1 shared papers
• Marco Maggis 1 shared papers
• Matteo Burzoni 1 shared papers
• Nicole El Karoui 1 shared papers
• Nizar Touzi 1 shared papers
• Pierre Henry-Labord\`ere 1 shared papers
• Zhaoxu Hou 1 shared papers