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Alexander M. G. Cox · Study

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Alexander M. G. Cox

6 works· latest 2017· 2 institutionscluster: provisionalORCID 0000-0001-5151-9126

h-index6

i106

Citations553

Works here6

05

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17

Most cited in this library

Local martingales, bubbles and option prices2005 · 234 citations
Robust pricing and hedging of double no-touch options2011 · 140 citations
Robust Hedging of Double Touch Barrier Options2011 · 78 citations
Skorokhod embeddings, minimality and non-centred target distributions2005 · 44 citations
Pathwise superreplication via Vovk’s outer measure2017 · 32 citations

Works

6 shown

Pathwise superreplication via Vovk’s outer measure

Finance and Stochastics·2017·5 authors·Open access

32citations

Robust pricing and hedging of double no-touch options

Finance and Stochastics·2011·2 authors

140citations

Robust Hedging of Double Touch Barrier Options

SIAM Journal on Financial Mathematics·2011·2 authors

78citations

Extending Chacon-Walsh: Minimality and Generalised Starting Distributions

Lecture notes in mathematics·2008·1 author·chapter·Open access

25citations

Skorokhod embeddings, minimality and non-centred target distributions

Probability Theory and Related Fields·2005·2 authors·Open access

44citations

Local martingales, bubbles and option prices

Finance and Stochastics·2005·2 authors

234citations