Economy – Quantitative Finance – Portfolio Management
Scientist
Economy
Quantitative Finance
Portfolio Management
Scientist
PMA
A unifying class of Skorokhod embeddings: connecting the Azema-Yor and Vallois embeddings
An Optimal Skorokhod Embedding for Diffusions
Classes of Skorokhod Embeddings for the Simple Symmetric Random Walk
Embedding Laws in Diffusions by Functions of Time
Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
No associations
LandOfFree
Alexander M. G. Cox does not yet have a rating. At this time, there are no reviews or comments for this scientist.
If you have personal experience with Alexander M. G. Cox, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Alexander M. G. Cox will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-P-193465