Jan Obłój
2PUBLICATIONS
1CO-AUTHORS
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Publications (2)
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|Feb 14, 2022
Sensitivity analysis of Wasserstein distributionally robust optimization problems.Daniel Bartl, Samuel Drapeau, Jan Obłój
|Mar 19, 2019
The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach.Alexander M G Cox, Jan Obłój, Nizar Touzi
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