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A. M. G. Cox

Identifiers

  • name variant A. M. G. Cox 0.60 · backfill

Papers (4)

  1. Embedding laws in diffusions by functions of time math.PR · 2012 · author #1
  2. Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping math.PR · 2007 · author #1
  3. A unifying class of Skorokhod embeddings: connecting the Azema-Yor and Vallois embeddings math.PR · 2005 · author #1
  4. An Optimal Skorokhod Embedding for Diffusions math.PR · 2002 · author #1

Mentions

  • 1201.5321 #1 · backfill · confidence 0.70 A. M. G. Cox

Frequent Coauthors