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

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

The Skorokhod embedding problem and its offspring av Obloj, J

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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