Number one in the UK and eighth in the world in the Times Higher Education rankings of universities under 50 years old

Supporter of LMS Good Practice Award

Publications

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Filters: Keyword is Stochastic Analysis and Mathematical Finance  [Clear All Filters]
2008
Haranczyk G, Slomczynski W, Zastawniak T.  2008.  Relative and Discrete Utility Maximising Entropy. Open Systems and Information Dynamics. 15(4)
2011
Roux A.  2011.  The fundamental theorem of asset pricing under bid-ask and interest rate spreads. Journal of Mathematical Economics. 47
2012
Cutland N, Roux A.  2012.  Derivative Securities in Discrete Time. Springer Undergraduate Mathematics Series. :325.

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