Jan Obłój

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5686-5498

Mathematical Institute, Oxford-Man Institute of Quantitative Finance, University of Oxford, Oxford OX2 6ED, United Kingdom; St John’s College, Oxford OX1 3JP, United Kingdom

Publications

• A Casino Gambling Model Under Cumulative Prospect Theory: Analysis and Algorithm — Management Science 2023
• Robust estimation of superhedging prices — The Annals of Statistics 2021
• Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model — Operations Research 2017