Alet Roux

Search results

• 2024

  Closed form solution to zero coupon bond using a linear stochastic delay differential equation

  Roux, A. & Guinea Julia, Á., 26 Feb 2024, arXiv.

  Research output: Working paper › Preprint

  File
• 2016

  Game options with gradual exercise and cancellation under proportional transaction costs

  Roux, A. & Zastawniak, T. J., 8 Dec 2016, arXiv, 33 p.

  Research output: Working paper › Preprint
• 2011

  Parallel Binomial American Option Pricing with (and without) Transaction Costs

  Zastawniak, T., Roux, A. & Zhang, N., 11 Oct 2011, 20 p.

  Research output: Working paper › Preprint