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Robust Hedging of Barrier Options
Brown, Haydyn; Hobson, David; Rogers, L. C. G. - In: Mathematical Finance 11 (2001) 3, pp. 285-314
Persistent link: https://www.econbiz.de/10005294277
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Optimal consumption and investment under transaction costs*
Hobson, David; Tse, Alex S. L.; Zhu, Yeqi - In: Mathematical Finance 29 (2018) 2, pp. 483-506
Persistent link: https://www.econbiz.de/10012095159
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An elementary approach to the Merton problem
Herdegen, Martin; Hobson, David; Jerome, Joseph - In: Mathematical Finance 31 (2021) 4, pp. 1218-1239
Persistent link: https://www.econbiz.de/10012538290
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OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE
Evans, Jonathan; Henderson, Vicky; Hobson, David - In: Mathematical Finance 18 (2008) 4, pp. 545-567
Persistent link: https://www.econbiz.de/10005023782
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STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE "q"-OPTIMAL MEASURE
Hobson, David - In: Mathematical Finance 14 (2004) 4, pp. 537-556
Persistent link: https://www.econbiz.de/10005139678