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Alexander M. G. Cox

Identifiers

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

Papers (15)

  1. The structure of non-linear martingale optimal transport problems math.PR · 2019 · author #1
  2. Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod Embedding Problem math.PR · 2017 · author #2
  3. Discretisation and Duality of Optimal Skorokhod Embedding Problems math.PR · 2017 · author #1
  4. Robust Hedging of Options on a Leveraged Exchange Traded Fund q-fin.PR · 2017 · author #1
  5. Model-independent bounds for Asian options: a dynamic programming approach q-fin.PR · 2015 · author #1
  6. The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach math.PR · 2015 · author #1
  7. Pathwise super-replication via Vovk's outer measure q-fin.MF · 2015 · author #2
  8. On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale math.PR · 2014 · author #1
  9. Optimal robust bounds for variance options q-fin.PR · 2013 · author #1
  10. Optimal Transport and Skorokhod Embedding math.PR · 2013 · author #2
  11. Model-independent no-arbitrage conditions on American put options q-fin.PR · 2013 · author #1
  12. Root's barrier: Construction, optimality and applications to variance options q-fin.PR · 2011 · author #1
  13. Utility theory front to back - inferring utility from agents' choices q-fin.PM · 2011 · author #1
  14. Time-Homogeneous Diffusions with a Given Marginal at a Random Time math.PR · 2009 · author #1
  15. Robust hedging of double touch barrier options q-fin.PR · 2008 · author #1

Mentions

  • 1308.4363 #1 · backfill · confidence 0.70 Alexander M. G. Cox
  • 1307.3656 #2 · backfill · confidence 0.70 Alexander M. G. Cox
  • 1301.5467 #1 · backfill · confidence 0.70 Alexander M. G. Cox
  • 1104.3583 #1 · backfill · confidence 0.70 Alexander M. G. Cox
  • 1101.3572 #1 · backfill · confidence 0.70 Alexander M. G. Cox
  • 0912.1719 #1 · backfill · confidence 0.70 Alexander M. G. Cox
  • 0808.4012 #1 · backfill · confidence 0.70 Alexander M. G. Cox

Frequent Coauthors