COMPUTATIONAL METHODS FOR MARTINGALE OPTIMAL TRANSPORT PROBLEMS von Guo, Gaoyue, Obłój, Jan

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Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets von Obłój, Jan, Wiesel, Johannes

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A unified framework for robust modelling of financial markets in discrete time von Obłój, Jan, Wiesel, Johannes

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Robust pricing–hedging dualities in continuous time von Hou, Zhaoxu, Obłój, Jan

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The robust pricing–hedging duality for American options in discrete time financial markets von Aksamit, Anna, Deng, Shuoqing, Obłój, Jan, Tan, Xiaolu

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In memoriam: Mark H. A. Davis and his contributions to mathematical finance von Obłój, Jan, Zariphopoulou, Thaleia

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AN ITERATED AZÉMA–YOR TYPE EMBEDDING FOR FINITELY MANY MARGINALS von Obłój, Jan, Spoida, Peter

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THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS von Guasoni, Paolo, Obłój, Jan

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Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport von Joseph, Benjamin, Loeper, Grégoire, Obłój, Jan

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The Robust Superreplication Problem: A Dynamic Approach von Carassus, Laurence, Obłój, Jan, Wiesel, Johannes

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The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach von Cox, Alexander M. G., Obłój, Jan, Touzi, Nizar

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Techical Note—Path-Dependent and Randomized Strategies in Barberis' Casino Gambling Model von He, Xue Dong, Hu, Sang, Obłój, Jan, Zhou, Xun Yu

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Robust Framework for Quantifying the Value of Information in Pricing and Hedging von Aksamit, Anna, Hou, Zhaoxu, Obloj, Jan

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Dynamically consistent investment under model uncertainty: the robust forward criteria von Källblad, Sigrid, Obłój, Jan, Zariphopoulou, Thaleia

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ROBUST ESTIMATION OF SUPERHEDGING PRICES von Obloj, Jan, Wiesel, Johannes

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Two explicit Skorokhod embeddings for simple symmetric random walk von He, Xue Dong, Hu, Sang, Obłój, Jan, Zhou, Xun Yu

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THE NUMÉRAIRE PROPERTY AND LONG‐TERM GROWTH OPTIMALITY FOR DRAWDOWN‐CONSTRAINED INVESTMENTS von Kardaras, Constantinos, Obłój, Jan, Platen, Eckhard

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THIRD PARTY SANCTIONS IN GAMES WITH COMMUNICATION von Obłój, Jan, Abramczuk, Katarzyna

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