Alexander M. G. Cox

Publication Activity (10 Years)

Years Active: 2005-2022
Publications (10 Years): 7

Top Topics

Evolutionary Algorithm

Statistical Model

Top Venues

Finance Stochastics

SIAM J. Control. Optim.

SIAM/ASA J. Uncertain. Quantification

Publications

Alexander M. G. Cox, Simon C. Harris, Andreas E. Kyprianou, Minmin Wang
Monte Carlo Methods for the Neutron Transport Equation. SIAM/ASA J. Uncertain. Quantification 10 (2) (2022)
Alexander M. G. Cox, Emma Horton, Andreas E. Kyprianou, Denis Villemonais
. SIAM J. Appl. Math. 81 (3) (2021)
Alexander M. G. Cox, Simon C. Harris, Andreas E. Kyprianou, Minmin Wang
Monte-Carlo Methods for the Neutron Transport Equation. CoRR (2020)
Erhan Bayraktar, Alexander M. G. Cox, Yavor Stoev
Martingale Optimal Transport with Stopping. SIAM J. Control. Optim. 56 (1) (2018)
Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann, Nicolas Perkowski, David J. Prömel
Pathwise superreplication via Vovk's outer measure. Finance Stochastics 21 (4) (2017)
Alexander M. G. Cox, Sigrid Källblad
Model-Independent Bounds for Asian Options: A Dynamic Programming Approach. SIAM J. Control. Optim. 55 (6) (2017)
Alexander M. G. Cox, Zhaoxu Hou, Jan Oblój
Robust pricing and hedging under trading restrictions and the emergence of local martingale models. Finance Stochastics 20 (3) (2016)
Alexander M. G. Cox, Jan Oblój
Robust pricing and hedging of double no-touch options. Finance Stochastics 15 (3) (2011)
Alexander M. G. Cox, Jan Oblój
Robust Hedging of Double Touch Barrier Options. SIAM J. Financial Math. 2 (1) (2011)
Alexander M. G. Cox, David Hobson
Local martingales, bubbles and option prices. Finance Stochastics 9 (4) (2005)