39 citations · 62 across the 3 of their papers we have counts for
3 papers
math.PR2017★ 6 cited
Dual attainment for the martingale transport problem
Mathias Beiglboeck, Tongseok Lim, Jan Obłój
We investigate existence of dual optimizers in one-dimensional martingale optimal transport problems. While [BNT16] established such existence for weak (quasi-sure) duality, [BHP13…
math.PR2017★ 17 cited
Structure of martingale transports in finite dimensions
Jan Obłój, Pietro Siorpaes
We study the structure of martingale transports in finite dimensions. We consider the family of martingale measures on with g…
math.PR2007★ 39 cited
Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
A. M. G. Cox, David Hobson, Jan Obłój
We develop a class of pathwise inequalities of the form , where is Brownian motion, its local time at zero and a local martingale. The concr…