Alexander M. G. Cox

1.1k total citations
26 papers, 468 citations indexed

About

Alexander M. G. Cox is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Alexander M. G. Cox has authored 26 papers receiving a total of 468 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 10 papers in Mathematical Physics and 6 papers in Management Science and Operations Research. Recurrent topics in Alexander M. G. Cox's work include Stochastic processes and financial applications (21 papers), Stochastic processes and statistical mechanics (8 papers) and Markov Chains and Monte Carlo Methods (6 papers). Alexander M. G. Cox is often cited by papers focused on Stochastic processes and financial applications (21 papers), Stochastic processes and statistical mechanics (8 papers) and Markov Chains and Monte Carlo Methods (6 papers). Alexander M. G. Cox collaborates with scholars based in United Kingdom, Austria and France. Alexander M. G. Cox's co-authors include David Hobson, Jan Obłój, Jiajie Wang, Mathias Beiglböck, Goran Peškir, Andreas E. Kyprianou, Nicolas Perkowski, Nizar Touzi, Erhan Bayraktar and Simon C. Harris and has published in prestigious journals such as Inventiones mathematicae, SIAM Journal on Control and Optimization and SIAM Journal on Applied Mathematics.

In The Last Decade

Alexander M. G. Cox

26 papers receiving 427 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Alexander M. G. Cox United Kingdom 10 390 173 114 94 58 26 468
Jan Obłój United Kingdom 13 444 1.1× 218 1.3× 221 1.9× 89 0.9× 68 1.2× 45 589
Yan Dolinsky Israel 11 280 0.7× 142 0.8× 113 1.0× 25 0.3× 40 0.7× 39 325
Martin Keller‐Ressel Germany 11 333 0.9× 68 0.4× 42 0.4× 92 1.0× 35 0.6× 26 385
Alexander S. Cherny Russia 14 643 1.6× 283 1.6× 389 3.4× 80 0.9× 41 0.7× 28 799
Yongsheng Song China 12 418 1.1× 105 0.6× 239 2.1× 74 0.8× 65 1.1× 21 487
Xiaolu Tan France 13 310 0.8× 92 0.5× 80 0.7× 68 0.7× 67 1.2× 35 388
Ann De Schepper Belgium 14 279 0.7× 116 0.7× 121 1.1× 36 0.4× 15 0.3× 44 397
Mihai Ŝırbu United States 11 331 0.8× 190 1.1× 104 0.9× 20 0.2× 32 0.6× 22 372
Claude Martini France 8 308 0.8× 84 0.5× 129 1.1× 24 0.3× 22 0.4× 29 354
Miklós Rásonyi Hungary 12 461 1.2× 297 1.7× 126 1.1× 28 0.3× 13 0.2× 66 557

Countries citing papers authored by Alexander M. G. Cox

Since Specialization
Citations

This map shows the geographic impact of Alexander M. G. Cox's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alexander M. G. Cox with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alexander M. G. Cox more than expected).

Fields of papers citing papers by Alexander M. G. Cox

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alexander M. G. Cox. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alexander M. G. Cox. The network helps show where Alexander M. G. Cox may publish in the future.

Co-authorship network of co-authors of Alexander M. G. Cox

This figure shows the co-authorship network connecting the top 25 collaborators of Alexander M. G. Cox. A scholar is included among the top collaborators of Alexander M. G. Cox based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alexander M. G. Cox. Alexander M. G. Cox is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Cox, Alexander M. G., et al.. (2024). A Bayesian inverse approach to proton therapy dose delivery verification. Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences. 480(2301). 4 indexed citations
2.
Cox, Alexander M. G., et al.. (2023). SDEs with no strong solution arising from a problem of stochastic control. Electronic Journal of Probability. 28(none). 3 indexed citations
3.
Cox, Alexander M. G., et al.. (2023). Optimal control of martingales in a radially symmetric environment. Stochastic Processes and their Applications. 159. 149–198. 2 indexed citations
4.
Cox, Alexander M. G., et al.. (2022). Monte Carlo Methods for the Neutron Transport Equation. SIAM/ASA Journal on Uncertainty Quantification. 10(2). 775–825. 2 indexed citations
5.
Cox, Alexander M. G., et al.. (2021). Stochastic Methods for Neutron Transport Equation III: Generational Many-to-One and $k_{\texttt{eff}}$. SIAM Journal on Applied Mathematics. 81(3). 982–1001. 1 indexed citations
6.
Beiglböck, Mathias, et al.. (2019). The geometry of multi-marginal Skorokhod Embedding. Probability Theory and Related Fields. 176(3-4). 1045–1096. 6 indexed citations
7.
Cox, Alexander M. G., et al.. (2018). Discretisation and duality of optimal Skorokhod embedding problems. Stochastic Processes and their Applications. 129(7). 2376–2405. 1 indexed citations
8.
Bayraktar, Erhan, et al.. (2018). Martingale Optimal Transport with Stopping. SIAM Journal on Control and Optimization. 56(1). 417–433. 2 indexed citations
9.
Beiglböck, Mathias, et al.. (2017). Pathwise superreplication via Vovk’s outer measure. Finance and Stochastics. 21(4). 1141–1166. 9 indexed citations
10.
Cox, Alexander M. G., et al.. (2016). Robust pricing and hedging under trading restrictions and the emergence of local martingale models. Finance and Stochastics. 20(3). 669–704. 6 indexed citations
11.
Cox, Alexander M. G., Jan Obłój, & Nizar Touzi. (2015). . arXiv (Cornell University). 7 indexed citations
12.
Cox, Alexander M. G. & Jan Obłój. (2015). On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale. Stochastic Processes and their Applications. 125(8). 3280–3300. 6 indexed citations
13.
Cox, Alexander M. G., et al.. (2015). . arXiv (Cornell University). 4 indexed citations
14.
Cox, Alexander M. G. & Goran Peškir. (2015). Embedding laws in diffusions by functions of time. The Annals of Probability. 43(5). 11 indexed citations
15.
Cox, Alexander M. G., David Hobson, & Jan Obłój. (2014). UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES. International Journal of Theoretical and Applied Finance. 17(3). 1450018–1450018. 4 indexed citations
16.
Cox, Alexander M. G., et al.. (2013). MODEL‐INDEPENDENT NO‐ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS. Mathematical Finance. 26(2). 431–458. 4 indexed citations
17.
Cox, Alexander M. G. & Jiajie Wang. (2013). The University of Bath Online Publications Store (The University of Bath). 39 indexed citations
18.
Cox, Alexander M. G. & Jan Obłój. (2011). Robust Hedging of Double Touch Barrier Options. SIAM Journal on Financial Mathematics. 2(1). 141–182. 37 indexed citations
19.
Cox, Alexander M. G. & Jan Obłój. (2008). Classes of measures which can be embedded in the Simple Symmetric Random Walk. Electronic Journal of Probability. 13(none). 4 indexed citations
20.
Cox, Alexander M. G. & David Hobson. (2004). An optimal Skorokhod embedding for diffusions. Stochastic Processes and their Applications. 111(1). 17–39. 11 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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