| The Skorokhod embedding problem and its offspring J Obłój | 274 | 2004 |
| Robust pricing and hedging of double no-touch options AMG Cox, J Obłój Finance and Stochastics 15 (3), 573-605, 2011 | 153 | 2011 |
| Fine-tune your smile: Correction to Hagan et al J Oblój arXiv preprint arXiv:0708.0998, 2007 | 117 | 2007 |
| Computational methods for martingale optimal transport problems G Guo, J Obłój The Annals of Applied Probability 29 (6), 3311-3347, 2019 | 115 | 2019 |
| Arbitrage bounds for prices of weighted variance swaps M Davis, J Obłój, V Raval Mathematical Finance 24 (4), 821-854, 2014 | 110 | 2014 |
| Robust pricing–hedging dualities in continuous time Z Hou, J Obłój Finance and Stochastics 22 (3), 511-567, 2018 | 95 | 2018 |
| Robust hedging of double touch barrier options AMG Cox, J Obloj SIAM Journal on Financial Mathematics 2 (1), 141-182, 2011 | 82 | 2011 |
| The maximum maximum of a martingale with given marginals P Henry-Labordere, J Obłój, P Spoida, N Touzi | 81 | 2016 |
| Pointwise arbitrage pricing theory in discrete time M Burzoni, M Frittelli, Z Hou, M Maggis, J Obłój Mathematics of Operations Research 44 (3), 1034-1057, 2019 | 76 | 2019 |
| The incentives of hedge fund fees and high‐water marks P Guasoni, J Obłój Mathematical Finance 26 (2), 269-295, 2016 | 69 | 2016 |
| Sensitivity analysis of Wasserstein distributionally robust optimization problems D Bartl, S Drapeau, J Obłój, J Wiesel Proceedings of the Royal Society A 477 (2256), 20210176, 2021 | 67* | 2021 |
| Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model V Cherny, J Obłój Finance and Stochastics 17 (4), 771-800, 2013 | 54 | 2013 |
| Pathwise inequalities for local time: applications to Skorokhod embeddings and optimal stopping AMG Cox, D Hobson, J Obłój | 54 | 2008 |
| The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach AMG Cox, J Obłój, N Touzi Probability Theory and Related Fields 173 (1), 211-259, 2019 | 52 | 2019 |
| Dynamically consistent investment under model uncertainty: the robust forward criteria S Källblad, J Obłój, T Zariphopoulou Finance and Stochastics 22 (4), 879-918, 2018 | 46* | 2018 |
| Market completion using options M Davis, J Obloj Advances in Mathematics of Finance 83, 49-60, 2008 | 45 | 2008 |
| Dual attainment for the martingale transport problem M Beiglböck, T Lim, J Obłój Bernoulli 25 (3), 1640-1658, 2019 | 44 | 2019 |
| Robust pricing and hedging of options on multiple assets and its numerics S Eckstein, G Guo, T Lim, J Obłój SIAM Journal on Financial Mathematics 12 (1), 158-188, 2021 | 43 | 2021 |
| The robust pricing–hedging duality for American options in discrete time financial markets A Aksamit, S Deng, J Obłój, X Tan Mathematical Finance 29 (3), 861-897, 2019 | 41 | 2019 |
| Pathwise stochastic calculus with local times M Davis, J Obłój, P Siorpaes | 41* | 2018 |
Alexander CoxUniversity of BathVerified email at bath.ac.uk
