Research output per year
Research output per year
Personal profile
Research interests
Mathematical Finance
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Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Roux, A. & Xu, Z., 12 Jul 2022, (E-pub ahead of print) In: International Journal of Theoretical and Applied Finance. 41 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Game options with gradual exercise and cancellation under proportional transaction costs
Roux, A. & Zastawniak, T. J., 24 Jul 2018, (E-pub ahead of print) In: Stochastics: An International Journal of Probability and Stochastic Processes. 90, 8, 31 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
American and Bermudan Options in Currency Markets with Proportional Transaction Costs
Roux, A. & Zastawniak, T., Feb 2016, In: Acta Applicandae Mathematicae. 141, 1, p. 187-225 39 p.Research output: Contribution to journal › Article › peer-review
Open Access
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Symposium on Optimal Stopping
Alet Roux (Keynote/plenary speaker)
25 Jun 2018 → 29 Jun 2018Activity: Talk or presentation › Symposium
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Bayesian methods for health technology assessment
Alet Roux (Organiser)
26 Jul 2017 → 27 Jul 2017Activity: Participating in or organising an event › Seminar/workshop/course