Showing 21 - 40 results of 59 for search 'Obłoj, J', query time: 0.03s
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An explicit Skorokhod embedding for the age of Brownian excursions and Azema martingale by Obloj, J, Yor, M
Published 2004Journal article -
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Dynamically consistent investment under model uncertainty: the robust forward criteria by Källblad, S, Obloj, J, Zariphopoulou, T
Published 2018Journal article -
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Robust pricing and hedging of double no-touch options. by Cox, A, Oblój, J
Published 2009Working paper -
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An explicit Skorokhod embedding for spectrally negative Levy processes by Obloj, J, Pistorius, M
Published 2007Journal article -
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Dual attainment for the martingale transport problem by Beiglboeck, M, Lim, T, Obloj, J
Published 2019Journal article -
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A casino gambling model under cumulative prospect theory: analysis and algorithm by Hu, S, Obłoj, J, Zhou, XY
Published 2022Journal article -
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Robust framework for quantifying the value of information in pricing and hedging by Aksamit, A, Hou, Z, Obloj, J
Published 2020Journal article -
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Robust pricing and hedging of options on multiple assets and its numerics by Eckstein, S, Guo, G, Lim, T, Obłój, J
Published 2021Journal article -
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The robust superreplication problem: a dynamic approach by Carassus, L, Obłój, J, Wiesel, J
Published 2019Journal article -
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Arbitrage Bounds for Prices of Weighted Variance Swaps by Davis, M, Obloj, J, Raval, V
Published 2010Journal article -
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The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach by Cox, A, Obłój, J, Touzi, N
Published 2018Journal article -
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Pathwise stochastic calculus with local times by Davis, M, Obloj, J, Siorpaes, P
Published 2018Journal article -
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The numeraire property and long-term growth optimality for drawdown-constrained investments by Kardaras, C, Obloj, J, Platen, E
Published 2012Journal article -
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The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach by Cox, A, Obloj, J, Touzi, N
Published 2015Journal article -
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Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport by Joseph, B, Loeper, G, Obloj, J
Published 2024Journal article -
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Utility theory front to back - inferring utility from agents' choices by Cox, A, Hobson, D, Obloj, J
Published 2011Journal article