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ECONIS (ZBW)
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1
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
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2
Pricing swap options using the foreward swap market
Neuberger, Anthony
-
1990
Persistent link: https://www.econbiz.de/10001736311
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3
Option replication with transaction costs : an exact solution for the pure jump process
Neuberger, Anthony
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 1-20
Persistent link: https://www.econbiz.de/10001193409
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4
Hedging long-term exposures with multiple short-term futures contracts
Neuberger, Anthony
- In:
The review of financial studies
12
(
1999
)
2
,
pp. 429-459
Persistent link: https://www.econbiz.de/10001421830
Saved in:
5
The Black-Scholes paper : a personal perspective
Neuberger, Anthony
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 713-730
Persistent link: https://www.econbiz.de/10014443763
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6
Optimal replication of contingent claims under transactions costs
Hodges, Stewart D.
- In:
Review of futures markets
8
(
1989
)
2
,
pp. 222-239
Persistent link: https://www.econbiz.de/10001083702
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7
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
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8
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:
9
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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10
Maximizing the probability of a perfect hedge using an imperfectly correlated instrument
Hobson, David G.
;
Penn, Jeremy
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 763-790
Persistent link: https://www.econbiz.de/10003133872
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