| Local martingales, bubbles and option prices AMG Cox, DG Hobson Finance and Stochastics 9, 477-492, 2005 | 283 | 2005 |
| Optimal transport and Skorokhod embedding M Beiglböck, AMG Cox, M Huesmann Inventiones mathematicae 208, 327-400, 2017 | 170 | 2017 |
| Robust pricing and hedging of double no-touch options AMG Cox, J Obłój Finance and Stochastics 15, 573-605, 2011 | 144 | 2011 |
| Root’s barrier: Construction, optimality and applications to variance options AMG Cox, J Wang | 94 | 2013 |
| Robust hedging of double touch barrier options AMG Cox, J Obloj SIAM Journal on Financial Mathematics 2 (1), 141-182, 2011 | 80 | 2011 |
| Pathwise inequalities for local time: applications to Skorokhod embeddings and optimal stopping AMG Cox, D Hobson, J Obłój | 52 | 2008 |
| The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach AMG Cox, J Obłój, N Touzi Probability Theory and Related Fields 173 (1), 211-259, 2019 | 45 | 2019 |
| Skorokhod embeddings, minimality and non-centred target distributions AMG Cox, DG Hobson Probability Theory and Related Fields 135, 395-414, 2006 | 45 | 2006 |
| Pathwise superreplication via Vovk’s outer measure M Beiglböck, AMG Cox, M Huesmann, N Perkowski, DJ Prömel Finance and Stochastics 21, 1141-1166, 2017 | 43 | 2017 |
| The geometry of multi-marginal Skorokhod embedding M Beiglböck, AMG Cox, M Huesmann Probability Theory and Related Fields 176, 1045-1096, 2020 | 30 | 2020 |
| Multi-species neutron transport equation AMG Cox, SC Harris, EL Horton, AE Kyprianou Journal of Statistical Physics 176 (2), 425-455, 2019 | 28 | 2019 |
| Embedding laws in diffusions by functions of time AMG Cox, G Peskir | 28 | 2015 |
| Optimal robust bounds for variance options AMG Cox, J Wang arXiv preprint arXiv:1308.4363, 2013 | 27 | 2013 |
| An optimal Skorokhod embedding for diffusions AMG Cox, DG Hobson Stochastic processes and their applications 111 (1), 17-39, 2004 | 27 | 2004 |
| TIME-HOMOGENEOUS DIFFUSIONS WITH A GIVEN MARGINAL AT A RANDOM TIME DHJO Alexander M.G. Cox ESAIM: Probability and Statistics 15, S11-S24, 2011 | 26 | 2011 |
| Extending Chacon-Walsh: minimality and generalised starting distributions AMG Cox Séminaire de probabilités XLI, 233-264, 2008 | 26 | 2008 |
| Robust pricing and hedging under trading restrictions and the emergence of local martingale models AMG Cox, Z Hou, J Obłój Finance and Stochastics 20, 669-704, 2016 | 24 | 2016 |
| A unifying class of Skorokhod embeddings: connecting the Azéma–Yor and Vallois embeddings AMG Cox, DG Hobson | 23 | 2007 |
| Model-independent bounds for Asian options: a dynamic programming approach AMG Cox, S Källblad SIAM Journal on Control and Optimization 55 (6), 3409-3436, 2017 | 22 | 2017 |
| Controlled measure-valued martingales: a viscosity solution approach AMG Cox, S Källblad, M Larsson, S Svaluto-Ferro The Annals of Applied Probability 34 (2), 1987-2035, 2024 | 17 | 2024 |
Jan OblojProfessor of Mathematics, University of Oxford在 maths.ox.ac.uk 的电子邮件经过验证
