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Comparison results for stochastic volatility models via coupling
Hobson, David G. - In: Finance and stochastics 14 (2010) 1, pp. 129-152
Persistent link: https://www.econbiz.de/10003924831
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Optimal capital structure and endogenous default
Hilberink, Bianca; Rogers, L.C.G. - In: Finance and stochastics 6 (2002) 2, pp. 237-264
Persistent link: https://www.econbiz.de/10008216436
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The relaxed investor and parameter uncertainty
Rogers, L.C.G. - In: Finance and stochastics 5 (2001) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10008217152
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Fast accurate binomial pricing
Rogers, L.C.G.; Stapleton, E.J. - In: Finance and stochastics 2 (1998) 1, pp. 3-18
Persistent link: https://www.econbiz.de/10008218824
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Optimal exercise of executive stock options
Rogers, L.C.G.; Scheinkman, José - In: Finance and stochastics 11 (2007) 3, pp. 357-372
Persistent link: https://www.econbiz.de/10008221759
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Robust price bounds for the forward starting straddle
Hobson, David G.; Klimmek, Martin - In: Finance and stochastics 19 (2015) 1, pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
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Model-independent hedging strategies for variance swaps
Hobson, David G.; Klimmek, Martin - In: Finance and stochastics 16 (2012) 4, pp. 611-649
Persistent link: https://www.econbiz.de/10009623540
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Local martingales, bubbles and option prices
Cox, Alexander M. G.; Hobson, David G. - In: Finance and stochastics 9 (2005) 4, pp. 477-492
Persistent link: https://www.econbiz.de/10003123202
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Local time, coupling and the passport option
Henderson, Vicky; Hobson, David G. - In: Finance and stochastics 4 (2000) 1, pp. 69-80
Persistent link: https://www.econbiz.de/10001486624
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Robust hedging of the lookback option
Hobson, David G. - In: Finance and stochastics 2 (1998) 4, pp. 329-347
Persistent link: https://www.econbiz.de/10001247137