Jan Oblój

18 papers A* 1Journal 17
YearRankTypeTitle / Venue / Authors
2025 J jnl
Wasserstein distributional adversarial training for deep neural networks.
CoRR
Xingjian Bai, Guangyi He, Yifan Jiang, Jan Oblój
2023 J jnl
A Casino Gambling Model Under Cumulative Prospect Theory: Analysis and Algorithm.
Manag. Sci.
Sang Hu, Jan Oblój, Xun Yu Zhou
2023 A* conf
Wasserstein distributional robustness of neural networks.
NeurIPS
Xingjian Bai, Guangyi He, Yifan Jiang, Jan Oblój
2023 J jnl
Wasserstein distributional robustness of neural networks.
CoRR
Xingjian Bai, Guangyi He, Yifan Jiang, Jan Oblój
2022 J jnl
Erratum: The Robust Superreplication Problem: A Dynamic Approach.
SIAM J. Financial Math.
Laurence Carassus, Jan Oblój, Johannes Wiesel
2022 J jnl
Joint Modeling and Calibration of SPX and VIX by Optimal Transport.
SIAM J. Financial Math.
Ivan Guo, Grégoire Loeper, Jan Oblój, Shiyi Wang
2021 J jnl
Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics.
SIAM J. Financial Math.
Stephan Eckstein, Gaoyue Guo, Tongseok Lim, Jan Oblój
2020 J jnl
Robust Framework for Quantifying the Value of Information in Pricing and Hedging.
SIAM J. Financial Math.
Anna Aksamit, Zhaoxu Hou, Jan Oblój
2019 J jnl
Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers.
SIAM J. Control. Optim.
Xue Dong He, Sang Hu, Jan Oblój, Xun Yu Zhou
2019 J jnl
Pointwise Arbitrage Pricing Theory in Discrete Time.
Math. Oper. Res.
Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój
2019 J jnl
The Robust Superreplication Problem: A Dynamic Approach.
SIAM J. Financial Math.
Laurence Carassus, Jan Oblój, Johannes Wiesel
2018 J jnl
Dynamically consistent investment under model uncertainty: the robust forward criteria.
Finance Stochastics
Sigrid Källblad, Jan Oblój, Thaleia Zariphopoulou
2018 J jnl
Robust pricing-hedging dualities in continuous time.
Finance Stochastics
Zhaoxu Hou, Jan Oblój
2017 J jnl
Technical Note - Path-Dependent and Randomized Strategies in Barberis' Casino Gambling Model.
Oper. Res.
Xue Dong He, Sang Hu, Jan Oblój, Xun Yu Zhou
2016 J jnl
Robust pricing and hedging under trading restrictions and the emergence of local martingale models.
Finance Stochastics
Alexander M. G. Cox, Zhaoxu Hou, Jan Oblój
2013 J jnl
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model.
Finance Stochastics
Vladimir Cherny, Jan Oblój
2011 J jnl
Robust Hedging of Double Touch Barrier Options.
SIAM J. Financial Math.
Alexander M. G. Cox, Jan Oblój
2011 J jnl
Robust pricing and hedging of double no-touch options.
Finance Stochastics
Alexander M. G. Cox, Jan Oblój