Alexander M G Cox
2PUBLICATIONS
1CO-AUTHORS
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Publications (2)
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|May 02, 2020
The geometry of multi-marginal Skorokhod Embedding.Mathias Beiglböck, Alexander M G Cox, Martin Huesmann
|Mar 19, 2019
The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach.Alexander M G Cox, Jan Obłój, Nizar Touzi
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