An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes by Obloj, J

A complete characterization of local martingales which are functions of Brownian motion and its maximum by Obloj, J

The Skorokhod embedding problem and its offspring by Obloj, J

The maximality principle revisited: on certain optimal stopping problems by Obloj, J

Fine-tune your smile: Correction to Hagan et al by Obloj, J

An explicit Skorokhod embedding for functionals of Markovian excursions by Obloj, J

Robust trading of implied skew by Nadtochiy, S, Obloj, J

In memoriam: Mark H. A. Davis and his contributions to mathematical finance by Obłój, J, Zariphopoulou, T

Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model by Cherny, V, Obloj, J

On local martingale and its supremum: harmonic functions and beyond by Obloj, J, Yor, M

An iterated Azéma-Yor type embedding for finitely many marginals by Obloj, J, Spoida, P

Classes of measures which can be embedded in the Simple Symmetric Random Walk by Cox, A, Obloj, J

PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS by Obloj, J, Ulmer, F

Optimal portfolios of a long-term investor with floor or drawdown constraints by Cherny, V, Obloj, J

Computational methods for martingale optimal transport problems by Guo, G, Obloj, J

On robust pricing--hedging duality in continuous time by Hou, Z, Obloj, J

Efficient discretisation of stochastic differential equations by Fukasawa, M, Obloj, J

Robust pricing and hedging of double no-touch options by Cox, A, Obloj, J

Robust pricing–hedging dualities in continuous time by Hou, Z, Obłój, J

An explicit Skorokhod embedding for the age of Brownian excursions and Azema martingale by Obloj, J, Yor, M