Jan Obłój
Finance · 2004–2012
A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 14 researchers here, as inferred from the citation graph.
Subfields
- Finance — 22 citations into it; #7,382 of 10,518 by trust here, #5,938 by citations
- Economics and Econometrics — 9 citations into it; #16,939 of 23,481 by trust here, #21,405 by citations
- Management Science and Operations Research — 9 citations into it; #8,122 of 11,946 by trust here, #6,024 by citations
Whom Jan Obłój trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Dilip B Madan 5
- Marc Yor
- Anja Göing-Jaeschke
- David Hobson *
- J. L. Pedersen
- Mark H. A. Davis
- Alexander M. G. Cox
Who trusts Jan Obłój overall
- David Hobson *
- Mathias Beiglbock
- Yan Dolinsky
- Pierre Henry-Labordère
- H. M. Soner
- Nizar Touzi
- Xiaolu Tan
- Nicolas Juillet
- Sourav Chatterjee
- Alexander M. G. Cox
Papers from Jan Obłój's perspective
Ordered by how strongly the researchers Jan Obłój trusts endorse each paper. Same corpus, a different order for every researcher.
- Making Markov martingales meet marginals: with explicit constructions
- THE RANGE OF TRADED OPTION PRICES
- The minimum maximum of a continuous martingale with given initial and terminal laws
- The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
- Robust Hedging of Barrier Options
- A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
- MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
- The Skorokhod embedding problem and its offspring
- Model-independent bounds for option prices—a mass transport approach (Finance and Stochastics)
- ROBUST BOUNDS FOR FORWARD START OPTIONS
Their papers
- The maximum maximum of a martingale with given $\mathbf{n}$ marginals (2012) — 61 citations
- ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS (2010) — 67 citations
- The Skorokhod embedding problem and its offspring (2004) — 273 citations