Jan Obłój

1.4k total citations
45 papers, 589 citations indexed

About

Jan Obłój is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Jan Obłój has authored 45 papers receiving a total of 589 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 19 papers in Economics and Econometrics and 12 papers in Management Science and Operations Research. Recurrent topics in Jan Obłój's work include Stochastic processes and financial applications (27 papers), Economic theories and models (11 papers) and Financial Markets and Investment Strategies (10 papers). Jan Obłój is often cited by papers focused on Stochastic processes and financial applications (27 papers), Economic theories and models (11 papers) and Financial Markets and Investment Strategies (10 papers). Jan Obłój collaborates with scholars based in United Kingdom, United States and Slovakia. Jan Obłój's co-authors include Alexander M. G. Cox, Paolo Guasoni, Mark H. Davis, Xun Yu Zhou, Xue Dong He, Thaleia Zariphopoulou, Marc Yor, David Hobson, Samuel Drapeau and Grégoire Loeper and has published in prestigious journals such as Management Science, Operations Research and The Annals of Statistics.

In The Last Decade

Jan Obłój

42 papers receiving 542 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Jan Obłój United Kingdom	13	444	221	218	89	68	45	589
Marcel Nutz United States	16	494 1.1×	245 1.1×	249 1.1×	60 0.7×	102 1.5×	43	660
Alexander S. Cherny Russia	14	643 1.4×	389 1.8×	283 1.3×	80 0.9×	41 0.6×	28	799
Dylan Possamaï France	15	486 1.1×	208 0.9×	264 1.2×	30 0.3×	35 0.5×	52	616
Alexander M. G. Cox United Kingdom	10	390 0.9×	114 0.5×	173 0.8×	94 1.1×	58 0.9×	26	468
Yongsheng Song China	12	418 0.9×	239 1.1×	105 0.5×	74 0.8×	65 1.0×	21	487
Jia-an Yan China	9	187 0.4×	259 1.2×	132 0.6×	100 1.1×	36 0.5×	18	408
Miklós Rásonyi Hungary	12	461 1.0×	126 0.6×	297 1.4×	28 0.3×	13 0.2×	66	557
Knut K. Aase Norway	14	543 1.2×	218 1.0×	504 2.3×	46 0.5×	26 0.4×	69	801
Yan Dolinsky Israel	11	280 0.6×	113 0.5×	142 0.7×	25 0.3×	40 0.6×	39	325
Johannes Muhle‐Karbe United Kingdom	15	611 1.4×	110 0.5×	360 1.7×	36 0.4×	18 0.3×	69	658

Countries citing papers authored by Jan Obłój

Since Specialization

Citations

This map shows the geographic impact of Jan Obłój's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jan Obłój with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jan Obłój more than expected).

Fields of papers citing papers by Jan Obłój

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jan Obłój. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jan Obłój. The network helps show where Jan Obłój may publish in the future.

Co-authorship network of co-authors of Jan Obłój

This figure shows the co-authorship network connecting the top 25 collaborators of Jan Obłój. A scholar is included among the top collaborators of Jan Obłój based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jan Obłój. Jan Obłój is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Loeper, Grégoire, et al.. (2025). Geometric martingale Benamou–Brenier transport and geometric Bass martingales. Proceedings of the American Mathematical Society.

Obłój, Jan, et al.. (2021). Robust estimation of superhedging prices. The Annals of Statistics. 49(1). 7 indexed citations

Obłój, Jan, et al.. (2021). A unified framework for robust modelling of financial markets in discrete time. Finance and Stochastics. 25(3). 427–468. 7 indexed citations

Fukasawa, Masaaki & Jan Obłój. (2019). Efficient discretisation of stochastic differential equations. Stochastics. 92(6). 833–851. 3 indexed citations

Obłój, Jan, et al.. (2019). Computational methods for martingale optimal transport problems. The Annals of Applied Probability. 29(6). 40 indexed citations

Obłój, Jan, et al.. (2018). Robust Estimation of Superhedging Prices. arXiv (Cornell University). 1 indexed citations

Obłój, Jan, et al.. (2017). ROBUST TRADING OF IMPLIED SKEW. International Journal of Theoretical and Applied Finance. 20(2). 1750008–1750008. 2 indexed citations

Cox, Alexander M. G. & Jan Obłój. (2015). On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale. Stochastic Processes and their Applications. 125(8). 3280–3300. 6 indexed citations

He, Xue Dong, et al.. (2015). Optimal Exit Time from Casino Gambling: Strategies of Pre-Committed and Naive Gamblers. SSRN Electronic Journal. 2 indexed citations

10.

Cox, Alexander M. G., Jan Obłój, & Nizar Touzi. (2015). . arXiv (Cornell University). 7 indexed citations

11.

He, Xue Dong, et al.. (2014). Optimal Casino Betting: Why Lucky Coin and Good Memory are Important. SSRN Electronic Journal. 3 indexed citations

12.

Kardaras, Constantinos, Jan Obłój, & Eckhard Platen. (2014). THE NUMÉRAIRE PROPERTY AND LONG‐TERM GROWTH OPTIMALITY FOR DRAWDOWN‐CONSTRAINED INVESTMENTS. Mathematical Finance. 27(1). 68–95. 6 indexed citations

13.

Obłój, Jan, et al.. (2013). Time-Consistent Investment Under Model Uncertainty: The Robust Forward Criteria. SSRN Electronic Journal. 4 indexed citations

14.

Henry‐Labordère, Pierre, et al.. (2012). The maximum maximum of a martingale with given $n$ marginals. Oxford University Research Archive (ORA) (University of Oxford). 26(1). 1–44. 8 indexed citations

15.

Cox, Alexander M. G. & Jan Obłój. (2011). Robust Hedging of Double Touch Barrier Options. SIAM Journal on Financial Mathematics. 2(1). 141–182. 37 indexed citations

16.

Guasoni, Paolo & Jan Obłój. (2010). The Incentives of Hedge Fund Fees and High-Water Marks. SSRN Electronic Journal. 2 indexed citations

17.

Obłój, Jan & Martijn Pistorius. (2008). On an Explicit Skorokhod Embedding for Spectrally Negative Lévy Processes. Journal of Theoretical Probability. 22(2). 418–440. 3 indexed citations

18.

Obłój, Jan. (2006). An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes. Stochastic Processes and their Applications. 117(4). 409–431. 2 indexed citations

19.

Obłój, Jan. (2006). A complete characterization of local martingales which are functions of Brownian motion and its maximum. Bernoulli. 12(6). 1 indexed citations

20.

Obłój, Jan & Marc Yor. (2003). An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. Stochastic Processes and their Applications. 110(1). 83–110. 12 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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