Jan Oblój

Robust pricing–hedging dualities in continuous time

Zhaoxu Hou, Jan Oblój, J. Obłój, 2018, Finance Stochastics.

Dynamically consistent investment under model uncertainty: the robust forward criteria

Thaleia Zariphopoulou, Jan Oblój, Sigrid Källblad, 2018, Finance Stochastics.

Pointwise Arbitrage Pricing Theory in Discrete Time

Zhaoxu Hou, Matteo Burzoni, Marco Frittelli, 2016, Math. Oper. Res..

Robust Hedging of Double Touch Barrier Options

Jan Oblój, Alexander M. G. Cox, J. Obłój, 2008, SIAM J. Financial Math..

Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers

Xun Yu Zhou, Jan Oblój, Xue Dong He, 2019, SIAM J. Control. Optim..

Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model

Jan Oblój, Vladimir Cherny, J. Obłój, 2011, Finance Stochastics.

Robust pricing and hedging under trading restrictions and the emergence of local martingale models

Zhaoxu Hou, Jan Oblój, Alexander M. G. Cox, 2014, Finance Stochastics.

Robust pricing and hedging of double no-touch options

Jan Oblój, Alexander M. G. Cox, J. Obłój, 2009, Finance Stochastics.