Alet Roux

According to our database, Alet Roux authored at least 3 papers between 2006 and 2011.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2011

Parallel Binomial American Option Pricing with (and without) Transaction Costs

Nan Zhang, Alet Roux, Tomasz Zastawniak

CoRR, 2011

Parallel Binomial Valuation of American Options with Proportional Transaction Costs.

Nan Zhang, Alet Roux, Tomasz Zastawniak

Proceedings of the Advanced Parallel Processing Technologies - 9th International Symposium, 2011

2006

A counter-example to an option pricing formula under transaction costs.

Alet Roux, Tomasz Zastawniak

Finance Stochastics, 2006