Alet Roux

Publication Activity (10 Years)

Years Active: 2006-2011
Publications (10 Years): 0

Publications

Nan Zhang, Alet Roux, Tomasz Zastawniak
Parallel Binomial Valuation of American Options with Proportional Transaction Costs. APPT (2011)
Nan Zhang, Alet Roux, Tomasz Zastawniak
Parallel Binomial American Option Pricing with (and without) Transaction Costs CoRR (2011)
Alet Roux, Tomasz Zastawniak
A counter-example to an option pricing formula under transaction costs. Finance Stochastics 10 (4) (2006)