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Jan Obłój

SSRN Author Rank: 37,201 by Downloads and 32,923 by Citations

 Professor of Mathematics
 

University of Oxford - Mathematical Institute


 AWB, ROQ, Woodstock Rd
 Oxford, OX2 6GG
 United Kingdom
 email address
 

University of Oxford - Oxford-Man Institute of Quantitative Finance


 Eagle House
 Walton Well Road
 Oxford, Oxfordshire OX2 6ED
 United Kingdom
 email address
 Tutor and Fellow in Mathematics
 

University of Oxford - Saint John's College


 St Giles
 Oxford, Oxon OX1 3JP
 United Kingdom
 email address

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. Jan Obłój's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
793
Total
Citations
6
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Obłój, Jan
University of Oxford - Mathematical Institute
Posted:
18 Mar 11
Last Revised:
05 Feb 13
270
(82,353)
3

2.  
Henry-Labordere, Pierre
Société Générale - Paris, France
Obłój, Jan
University of Oxford - Mathematical Institute
Spoida, Peter
University of Oxford
Touzi, Nizar
Ecole Polytechnique, Paris
Posted:
01 Apr 12
Last Revised:
10 Apr 13
178
(118,058)
 

3.  
He, Xue Dong
The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management
Hu, Sang
National University of Singapore (NUS) - Risk Management Institute
Obłój, Jan
University of Oxford - Mathematical Institute
Zhou, Xun Yu
University of Oxford - Nomura Centre for Mathematical Finance
Posted:
08 Dec 14
Last Revised:
16 Jun 16
122
(112,011)
 

4.  
Kallblad, Sigrid
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Obłój, Jan
University of Oxford - Mathematical Institute
Zariphopoulou, Thaleia
University of Texas at Austin - Red McCombs School of Business
Posted:
15 Nov 13
29
(330,817)
 

5.  
Kardaras, Constantinos
Boston University
Obłój, Jan
University of Oxford - Mathematical Institute
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
30 Oct 12
27
(337,333)
 

6.  
He, Xue Dong
The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management
Hu, Sang
National University of Singapore (NUS) - Risk Management Institute
Obłój, Jan
University of Oxford - Mathematical Institute
Zhou, Xun Yu
University of Oxford - Nomura Centre for Mathematical Finance
Posted:
31 Oct 15
Last Revised:
28 Dec 15
0
(258,182)
 

7.  
Arbitrage Bounds for Prices of Weighted Variance Swaps | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 24, Issue 4, pp. 821-854, 2014
Number of Pages in PDF File: 34
Davis, Mark
Imperial College London
Obłój, Jan
University of Oxford - Mathematical Institute
Raval, Vimal S
Imperial College London - Department of Mathematics
Posted:
24 Sep 14
0
(505,771)
3


Records 1 - 7 of 7 matches
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