Jan Obloj (Preferred)
Jan Obloj
Full Professor, University of Oxford
- Joined May 2023
Names
Emails
****@maths.ox.ac.uk (Confirmed)
, ****@gmail.com (Confirmed)
Personal Links
Education & Career History
Full Professor
University of Oxford (ox.ac.uk)
2015 – Present
Associate Professor
University of Oxford (ox.ac.uk)
2008 – 2015
Advisors, Relations & Conflicts
PhD Advisee
Benjamin Joseph
Present
Coauthor
Sang Hu
Present
Coauthor
Laurence Carassus
Present
Coauthor
Ivan Guo
Present
Coauthor
Shiyi Wang
Present
Coauthor
Daniel Bartl
Present
Coauthor
Samuel Drapeau
Present
Coauthor
Thaleia Zariphopoulou
Present
Coauthor
Rafal Lochowski
Present
Coauthor
David Proemel
Present
Coauthor
Pietro Siorpaes
Present
Coauthor
Gaoyue Guo
Present
Coauthor
Tongseok Lim
Present
Coauthor
Masaaki Fukasawa
Present
Coauthor
Anna Aksamit
Present
Coauthor
Alexander Cox
2005 – Present
PhD Advisee
Zhaxou Hou
2012 – 2020
Expertise
distributionally robust optimization
2020 – Present
martingale optimal transport
2018 – Present
model-free mathematical finance
2008 – Present
robust methods in quantitative finance
2008 – Present
time change techniques for stochastic processes
2006 – Present