Alexander M. G. Cox

According to our database, Alexander M. G. Cox authored at least 9 papers between 2005 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2022

Monte Carlo Methods for the Neutron Transport Equation.

Alexander M. G. Cox, Simon C. Harris, Andreas E. Kyprianou, Minmin Wang

SIAM/ASA J. Uncertain. Quantification, 2022

2021

Stochastic Methods for Neutron Transport Equation III: Generational Many-to-One and k_tteff.

Alexander M. G. Cox, Emma Horton, Andreas E. Kyprianou, Denis Villemonais

SIAM J. Appl. Math., 2021

2018

Martingale Optimal Transport with Stopping.

Erhan Bayraktar, Alexander M. G. Cox, Yavor Stoev

SIAM J. Control. Optim., 2018

2017

Model-Independent Bounds for Asian Options: A Dynamic Programming Approach.

Alexander M. G. Cox, Sigrid Källblad

SIAM J. Control. Optim., 2017

Pathwise superreplication via Vovk's outer measure.

Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann, Nicolas Perkowski, David J. Prömel

Finance Stochastics, 2017

2016

Robust pricing and hedging under trading restrictions and the emergence of local martingale models.

Alexander M. G. Cox, Zhaoxu Hou, Jan Oblój

Finance Stochastics, 2016

2011

Robust Hedging of Double Touch Barrier Options.

Alexander M. G. Cox, Jan Oblój

SIAM J. Financial Math., 2011

Robust pricing and hedging of double no-touch options.

Alexander M. G. Cox, Jan Oblój

Finance Stochastics, 2011

2005

Local martingales, bubbles and option prices.

Alexander M. G. Cox, David Hobson

Finance Stochastics, 2005