A. M. G. Cox
Identifiers
- name variant A. M. G. Cox 0.60 · backfill
Papers (4)
- Embedding laws in diffusions by functions of time math.PR · 2012 · author #1
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping math.PR · 2007 · author #1
- A unifying class of Skorokhod embeddings: connecting the Azema-Yor and Vallois embeddings math.PR · 2005 · author #1
- 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
- D. G. Hobson 2 shared papers
- David Hobson 1 shared papers
- G. Peskir 1 shared papers
- Jan Ob{\l}\'oj 1 shared papers