Local martingales, bubbles and option prices. - Alexander M. G. Cox; David Hobson (Finance Stochastics, 2005)

Robust pricing and hedging of double no-touch options. - Alexander M. G. Cox; Jan Oblój (Finance Stochastics, 2011)

Robust Hedging of Double Touch Barrier Options. - Alexander M. G. Cox; Jan Oblój (SIAM J. Financial Math., 2011)

Robust pricing and hedging under trading restrictions and the emergence of local martingale models. - Alexander M. G. Cox; Zhaoxu Hou; Jan Oblój (Finance Stochastics, 2016)

Pathwise superreplication via Vovk's outer measure. - Mathias Beiglböck; Alexander M. G. Cox; Martin Huesmann; Nicolas Perkowski; David J. Prömel (Finance Stochastics, 2017)

Model-Independent Bounds for Asian Options: A Dynamic Programming Approach. - Alexander M. G. Cox; Sigrid Källblad (SIAM J. Control. Optim., 2017)

Martingale Optimal Transport with Stopping. - Erhan Bayraktar; Alexander M. G. Cox; Yavor Stoev (SIAM J. Control. Optim., 2018)

Stochastic Methods for Neutron Transport Equation III: Generational Many-to-One and ktteff. - Alexander M. G. Cox; Emma Horton; Andreas E. Kyprianou; Denis Villemonais (SIAM J. Appl. Math., 2021)

Monte Carlo Methods for the Neutron Transport Equation. - Alexander M. G. Cox; Simon C. Harris; Andreas E. Kyprianou; Minmin Wang (SIAM/ASA J. Uncertain. Quantification, 2022)