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
Career & Education 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
Thaleia Zariphopoulou
Present
Coauthor
David Proemel
Present
Coauthor
Pietro Siorpaes
Present
Coauthor
Gaoyue Guo
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
Publications
Co-Authors
- Alexander M. G. Cox
- Anna Aksamit
- Daniel Bartl
- Gaoyue Guo
- Grégoire Loeper
- Guangyi He
- Ivan Guo
- Johannes Wiesel
- Laurence Carassus
- Marco Frittelli
- Marco Maggis
- Matteo Burzoni
- Samuel Drapeau
- Sang Hu
- Shiyi Wang
- Sigrid Källblad
- Stephan Eckstein
- Thaleia Zariphopoulou
- Tongseok Lim
- Vladimir Cherny
- Xingjian Bai
- Xue Dong He
- Xun Yu Zhou
- Yifan Jiang
- Zhaoxu Hou