Alex Cox

Mathematics

1. American Option 17%
2. Applied Probability 6%
3. Approximates 11%
4. Arbitrage 24%
5. Asset Price 7%
6. Barrier Option 8%
7. Birth and Death Process 5%
8. Brownian Motion 22%
9. Call Option 12%
10. Continuous Time 12%
11. Control Problems 26%
12. Cost Function 13%
13. Discretization 5%
14. Embedding Problem 65%
15. Explicit Solution 6%
16. Exponential Time 8%
17. Function Value 10%
18. Hitting Time 6%
19. Interacting Particle Systems 5%
20. Local Martingale 7%
21. Local Time 13%
22. Lower and upper bounds 8%
23. Marginals 25%
24. Market Price 6%
25. Mathematical Finance 10%
26. Maturity Date 5%
27. Minimality 11%
28. Optimal Control Theory 19%
29. Optimal Stopping Problem 8%
30. Optimal Strategy 11%
31. Optimal Transport 16%
32. Optimality 26%
33. Option Pricing 8%
34. Outer Measure 5%
35. Partial Differential Equation 5%
36. Probability Measure 19%
37. Probability Theory 13%
38. Quadratic Variation 9%
39. Semigroup 8%
40. Skorokhod 100%
41. Stochastics 46%
42. stopping time τ 20%
43. Strong Solution 11%
44. Symmetric Random Walk 7%
45. Transport Equation 16%
46. Uniformly Integrable Martingale 7%
47. Valued Measure 19%
48. Variance 8%
49. Viscosity Solution 15%
50. Weak Solution 5%