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~person:"Hobson, David G."
~subject:"Option pricing theory"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Option pricing theory
Optionspreistheorie
14
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6
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6
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6
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Hobson, David G.
Madan, Dilip B.
50
Carr, Peter
45
Fabozzi, Frank J.
35
Elliott, Robert J.
34
Kwok, Yue-Kuen
34
Wang, Xingchun
32
Cui, Zhenyu
31
Takahashi, Akihiko
30
Siu, Tak Kuen
29
Schoutens, Wim
27
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26
Benth, Fred Espen
24
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23
Kim, Young Shin
21
Račev, Svetlozar T.
21
Stentoft, Lars
21
Escobar, Marcos
20
Levendorskij, Sergej Z.
20
Wong, Hoi Ying
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19
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19
Zanette, Antonino
19
Schwartz, Eduardo S.
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15
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15
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14
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14
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14
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Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
International journal of theoretical and applied finance
1
Paris Princeton lectures on mathematical finance
1
Review of derivatives research
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ECONIS (ZBW)
14
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1
A comparison of option prices under different pricing measures in a stochastic
volatility
model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10002975937
Saved in:
2
Passport options with stochastic
volatility
Henderson, Vicky
;
Hobson, David G.
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 97-118
Persistent link: https://www.econbiz.de/10001628628
Saved in:
3
Complete models with stochastic
volatility
Hobson, David G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001240799
Saved in:
4
The range of traded option prices
Davis, Mark H. A.
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003543093
Saved in:
5
The Skorokhod embedding problem and model-independent bounds for option prices
Hobson, David G.
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 267-318
Persistent link: https://www.econbiz.de/10009356712
Saved in:
6
Robust bounds for forward start options
Hobson, David G.
;
Neuberger, Anthony
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10009554695
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Bounds for the utility-indifference prices of non-traded assets in incomplete markets
Hobson, David G.
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10003048352
Saved in:
10
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
Saved in:
1
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