Alet Roux

Contact details

Type of addressPostal address
Postal codeYO10 5DD
CountryUnited Kingdom
Address lines
  • Mathematics
    University of York
    Heslington
    York
    YO10 5DD

Phone: (01904) 324596

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Dr. Alet Roux

Senior Lecturer

  1. 2019
  2. 2018
  3. 2016
  4. 2015
  5. Linear vector optimization and European option pricing under proportional transaction costs

    Roux, A. & Zastawniak, T., 2015, Set Optimization and Applications - The State of the Art: From Set Relation to Set-Valued Risk Measures. Hamel, A. H., Heyde, F., Löhne, A., Rudloff, B. & Schrage, C. (eds.). Springer, p. 159-176 28 p. (Springer Proceedings in Mathematics & Statistics; no. 151).

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  6. 2014
  7. 2012
  8. 2011
  9. Parallel Binomial Valuation of American Options with Proportional Transaction Costs

    Roux, A., Zastawniak, T. & Zhang, N., 2011, Advanced Parallel Processing Technologies: 9th International Symposium, APPT 2011, Shanghai, China, September 26-27, 2011. Proceedings. Temam, O., Yew, P-C. & Zang, B. (eds.). Springer-verlag, Vol. 6965/2011. p. 88-97 10 p. (Lecture Notes in Computer Science; vol. 6965, no. 2011).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  10. 2009
  11. 2008
  12. 2006
  13. 2003