Jan Obłój - Concepedia

Author

Jan Obłój

University of Oxford ORCID

Also Known As

Guo, G, Guo, I, JAN OBŁÓJ, JAN OBłÓJ, Jan K. Obloj, Jan Obbbj, Jan Obloj, Jan Oblój, Jan Obłój, Loeper, Gregoire

126

Publications

1.5K

Citations

H-Index

Concepts

All Affiliations

University of Oxford Columbia University University of Bath Mathematical Institute of the Slovak Academy of Sciences University of Warwick

About

Jan Obłój is an author at University of Oxford specializing in business, finance, and engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	12	13	431
2	Engineering	11	12	498
3	Management	8	8	180
4	Accounting	1	1	44
5	Behavioral Sciences	1	1	16

Jan Obłój

Publications

Citations

H-Index

Page 1

	Year	Citations
The Skorokhod embedding problem and its offspring Jan Obłój Probability Surveys Integral GeometryCombinatorics On WordEngineeringGeometryDifferent Solutions	2004	256
Robust pricing and hedging of double no-touch options Alexander M. G. Cox, Jan Obłój Finance and Stochastics Mathematical ProgrammingOption PricingDynamic PricingAsset PricingRobust Pricing	2011	143
ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS Mark H. Davis, Jan Obłój, Vimal Raval Mathematical Finance Mathematical ProgrammingOption PricingEngineeringAsset PricingRobust Pricing	2013	72
Computational methods for martingale optimal transport problems Gaoyue Guo, Jan Obłój The Annals of Applied Probability	2019	66
Robust pricing–hedging dualities in continuous time Zhaoxu Hou, Jan Obłój Finance and Stochastics	2018	57
THE INCENTIVES OF HEDGE FUND FEES AND HIGH‐WATER MARKS Paolo Guasoni, Jan Obłój Mathematical Finance Financial Risk ManagementOwn Risk AversionPortfolio ManagementInvestment RiskCorporate Risk Management	2013	44
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model Vladimir Cherny, Jan Obłój Finance and Stochastics Mathematical ProgrammingEconomicsPortfolio OptimizationNon-linear Drawdown ConstraintsAsset Pricing	2013	40
Dynamically consistent investment under model uncertainty: the robust forward criteria Sigrid Källblad, Jan Obłój, Thaleia Zariphopoulou Finance and Stochastics	2018	30
An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale Jan Obłój, Marc Yor Stochastic Processes and their Applications EngineeringBrownian ExcursionsStochastic ProcessesStatistical InferenceProbability Theory	2003	22
Sensitivity analysis of Wasserstein distributionally robust optimization problems Daniel Bartl, Samuel Drapeau, Jan Obłój, Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences	2021	21

Page 1