Dr Alet Roux
BSc BCom (Pret), MPhil (Cantab), PhD (York)
Senior Lecturer
Research interestsMathematical Finance Recent Publications2012
.
2012. Derivative Securities in Discrete Time. Springer Undergraduate Mathematics Series. :325.
.
2012. Parallel Binomial American Option Pricing under Proportional Transaction Costs. Applied Mathematics. 3(11)
2011
.
2011. American and Bermudan options in currency markets under proportional transaction costs. Finance and Stochastics. Abstract
.
2011. Derivative Securities in Markets with Bid-Ask Spreads. Global and Stochastic Analysis. 1(2):35. Abstract
.
2011. Parallel binomial valuation of American options with proportional transaction costs. Advanced Parallel Processing Technology Symposium, Shanghai, China, September 2011. 6965:88--97.
Teaching
Administration
|
Contact Details
Dr Alet Roux
Department of Mathematics University of York York, YO10 5DD
|
||||||||||||||||||||||
|
Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD Legal Statements |
Contact Us |
|||||||||||||||||||||||