Obłój, Jan; Wiesel, Johannes A unified framework for robust modelling of financial markets in discrete time. (English) Zbl 1469.91051 Finance Stoch. 25, No. 3, 427-468 (2021). MSC: 91G15 60G44 90C39 PDFBibTeX XMLCite \textit{J. Obłój} and \textit{J. Wiesel}, Finance Stoch. 25, No. 3, 427--468 (2021; Zbl 1469.91051) Full Text: DOI arXiv
Fukasawa, Masaaki; Obłój, Jan Efficient discretisation of stochastic differential equations. (English) Zbl 1490.60156 Stochastics 92, No. 6, 833-851 (2020). MSC: 60H10 60H35 PDFBibTeX XMLCite \textit{M. Fukasawa} and \textit{J. Obłój}, Stochastics 92, No. 6, 833--851 (2020; Zbl 1490.60156) Full Text: DOI arXiv
Hou, Zhaoxu; Obłój, Jan Robust pricing-hedging dualities in continuous time. (English) Zbl 1402.91789 Finance Stoch. 22, No. 3, 511-567 (2018). MSC: 91G20 91B24 60G44 PDFBibTeX XMLCite \textit{Z. Hou} and \textit{J. Obłój}, Finance Stoch. 22, No. 3, 511--567 (2018; Zbl 1402.91789) Full Text: DOI arXiv
Davis, Mark; Obłój, Jan; Siorpaes, Pietro Pathwise stochastic calculus with local times. (English. French summary) Zbl 1394.60032 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 1-21 (2018). MSC: 60G17 60H05 60J55 PDFBibTeX XMLCite \textit{M. Davis} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 1--21 (2018; Zbl 1394.60032) Full Text: DOI arXiv
Davis, Mark; Obłój, Jan; Raval, Vimal Arbitrage bounds for prices of weighted variance swaps. (English) Zbl 1314.91209 Math. Finance 24, No. 4, 821-854 (2014). MSC: 91G20 90C90 60H30 PDFBibTeX XMLCite \textit{M. Davis} et al., Math. Finance 24, No. 4, 821--854 (2014; Zbl 1314.91209) Full Text: DOI arXiv Link