Alexander M. G. Cox

Finance · 2011–2013

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Alexander M. G. Cox trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. David Hobson *
  2. A. Pratelli
  3. Jan Obłój
  4. Walter Schachermayer
  5. Mathias Beiglbock
  6. Yan Dolinsky
  7. Jan Kallsen
  8. Sam D. Howison

Who trusts Alexander M. G. Cox overall

  1. Yan Dolinsky
  2. Pierre Henry-Labordère
  3. Mathias Beiglbock
  4. H. M. Soner
  5. Jan Obłój
  6. Nizar Touzi
  7. Julio Backhoff-Veraguas
  8. Peter Spoida

Papers from Alexander M. G. Cox's perspective

Ordered by how strongly the researchers Alexander M. G. Cox trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Model-independent bounds for option prices—a mass transport approach (Finance and Stochastics)
  2. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
  3. The Skorokhod embedding problem and its offspring
  4. ROBUST BOUNDS FOR FORWARD START OPTIONS
  5. Martingale optimal transport and robust hedging in continuous time (Probability theory and related fields)
  6. A trajectorial interpretation of Doob's martingale inequalities
  7. Arbitrage and duality in nondominated discrete-time models
  8. Root's barrier: Construction, optimality and applications to variance options.
  9. Characterization of optimal transport plans for the Monge-Kantorovich problem
  10. Martingale optimal transport in the Skorokhod space

Their papers