Jan Obloj

  1. Title:
    Computational Methods for Martingale Optimal Transport problems
    Speaker:
    Jan Obloj

    Link:
    http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805161220-Obloj.html

  2. Title:
    Martingale Optimal Transport: at the crossroad of mathematical finance, probability and optimal transport
    Speaker:
    Jan Obloj

    Link:
    http://www.birs.ca/events/2017/5-day-workshops/17w5093/videos/watch/201705011500-Obloj.html

  3. Title:
    Robust FTAP and superhedging in discrete time
    Speaker:
    Jan Obloj

    Link:
    http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605231001-Obloj.html

  4. Title:
    Robust hedging of barrier options with beliefs on implied Volatility
    Speaker:
    Jan Obloj

    Link:
    http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405131550-Obloj.html

  5. Title:
    OT techniques in data driven methodology: theory and practice from mathematical finance and statistics
    Speaker:
    Jan Obloj

    Link:
    https://mathtube.org/lecture/video/ot-techniques-data-driven-methodology-theory-and-practice-mathematical-finance-and