Jan Obłój

ON AZÉMA–YOR PROCESSES, THEIR OPTIMAL PROPERTIES AND THE BACHELIER–DRAWDOWN EQUATION BY LAURENT CARRARO,

L. Carraro, N. Karoui, Jan Obłój, 2011 .

THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS CONSTANTINOS KARDARAS London School of Economics and Political Science

Jan Obłój, 2016 .