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Publication Search Results
Exact matches for:
- Author = Obłój J
1.
Aksamit A, Hou Z, Obłój J
Anna Aksamit, Zhaoxu Hou and Jan Obłój:
Robust Framework for Quantifying the Value of Information in Pricing and Hedging,
SIAM Journal on Financial Mathematics,
11
(2020),
no. 1,
27–59.
2.
Aksamit A, Deng S, Obłój J, Tan X
Anna Aksamit, Shuoqing Deng, Jan Obłój, Xiaolu Tan:
The robust pricing–hedging duality for American options in discrete time financial markets,
Mathematical Finance,
29
(2019),
no. 3,
861–897.
| Number of matches: 2 |