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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
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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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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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A new class of commodity hedging strategies : a passport options approach
Henderson, Vicky; Hobson, David G.; Kentwell, Glenn - In: International journal of theoretical and applied finance 5 (2002) 3, pp. 255-278
Persistent link: https://www.econbiz.de/10001674216
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Robust hedging of barrier options
Brown, Haydyn; Hobson, David G.; Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 285-314
Persistent link: https://www.econbiz.de/10001651137
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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