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~person:"Hobson, David G."
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Theorie
23
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23
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17
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17
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10
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10
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9
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Hobson, David G.
Hobson, David
58
Henderson, Vicky
43
Herdegen, Martin
7
Jerome, Joseph
7
Klimmek, Martin
7
Kluge, Tino
7
Feng, Han
6
Howison, Sam
6
Tse, Alex S. L.
6
Hobson, David L.
4
Shaw, William
4
Zhu, Yeqi
4
Brown, Haydyn
3
Cox, Alexander M. G.
3
Evans, Jonathan
3
HOBSON, DAVID
3
Laurence, Peter
3
Neuberger, Anthony
3
Wang, Tai-Ho
3
Wojakowski, Rafal
3
Bjork, Tomas
2
Davis, Mark H. A.
2
Griffin, Andrea
2
Hobson, Charles J.
2
Mixon Jr, Franklin G.
2
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2
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2
Rogers, L.C.G.
2
Rogers, Leonard C. G.
2
Selladurai, Rajan
2
Strupeck, David
2
Szostek, Jana
2
Zeng, Matthew
2
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1
Cox, A. M. G.
1
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1
Cox, Alexander M.G.
1
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1
Erik Ekstr\"om
1
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Finance and stochastics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
International journal of theoretical and applied finance
4
Mathematical finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Journal of economic dynamics & control
2
Journal of economic theory
2
Mathematical Finance
2
AFA 2006 Boston Meetings Paper
1
Applied mathematical finance
1
Economic theory
1
Finance and Stochastics
1
Indifference pricing : theory and applications
1
Journal of Economic Dynamics and Control
1
Paris Princeton lectures on mathematical finance
1
Review of derivatives research
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
42
OLC EcoSci
6
RePEc
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1
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
2
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II : existence, uniqueness and verification for θ ∈ (0, 1)
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 159-188
Persistent link: https://www.econbiz.de/10013489503
Saved in:
3
Cautious stochastic choice, optimal stopping and deliberate randomization
Henderson, Vicky
;
Hobson, David G.
;
Zeng, Matthew
- In:
Economic theory
75
(
2023
)
3
,
pp. 887-922
Persistent link: https://www.econbiz.de/10014259066
Saved in:
4
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
5
A multi-asset investment and consumption problem with transaction costs
Hobson, David G.
;
Tse, Alex S. L.
;
Zhu, Yeqi
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 641-676
Persistent link: https://www.econbiz.de/10012023758
Saved in:
6
Probability weighting, stop-loss and the disposition effect
Henderson, Vicky
;
Hobson, David G.
;
Tse, Alex S. L.
- In:
Journal of economic theory
178
(
2018
),
pp. 360-397
Persistent link: https://www.econbiz.de/10012026410
Saved in:
7
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
8
Randomized strategies and prospect theory in a dynamic context
Henderson, Vicky
;
Hobson, David G.
;
Tse, Alex S. L.
- In:
Journal of economic theory
168
(
2017
),
pp. 287-300
Persistent link: https://www.econbiz.de/10011747490
Saved in:
9
Gambling in contests with regret
Feng, Han
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 674-695
Persistent link: https://www.econbiz.de/10011583789
Saved in:
10
Gambling in contests modelled with diffusions
Feng, Han
;
Hobson, David G.
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10010513466
Saved in:
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