The following pages link to Alexander Matthew Gordon Cox (Q457778):
Displaying 34 items.
- (Q309164) (redirect page) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- From minimal embeddings to minimal diffusions (Q457779) (← links)
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
- (Q880475) (redirect page) (← links)
- A unifying class of Skorokhod embeddings: connecting the Azéma-Yor and Vallois embeddings (Q880476) (← links)
- Embedding laws in diffusions by functions of time (Q888534) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- Classes of measures which can be embedded in the simple symmetric random walk (Q1039051) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Multi-species neutron transport equation (Q2315179) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- Local martingales, bubbles and option prices (Q2488491) (← links)
- Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
- Optimal control of martingales in a radially symmetric environment (Q2698480) (← links)
- MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS (Q2800003) (← links)
- Robust Hedging of Double Touch Barrier Options (Q3074989) (← links)
- (Q3526638) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Martingale Optimal Transport with Stopping (Q4605433) (← links)
- Stochastic Methods for Neutron Transport Equation III: Generational Many-to-One and $k_{\texttt{eff}}$ (Q4990947) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- Monte Carlo Methods for the Neutron Transport Equation (Q5097847) (← links)
- UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES (Q5420698) (← links)
- SDEs with no strong solution arising from a problem of stochastic control (Q6137387) (← links)
- Binary branching processes with Moran type interactions (Q6506210) (← links)
- Controlled measure-valued martingales: a viscosity solution approach (Q6590450) (← links)
