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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
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Optimal timing for an indivisible asset sale
Evans, Jonathan; Henderson, Vicky; Hobson, David G. - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 545-567
Persistent link: https://www.econbiz.de/10003769012
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Utility indifference pricing : an overview
Henderson, Vicky; Hobson, David G. - In: Indifference pricing : theory and applications, (pp. 44-73). 2009
Persistent link: https://www.econbiz.de/10003807578
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A note on irreversible investment, hedging and optimal consumption problems
Henderson, Vicky; Hobson, David G. - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 997-1007
Persistent link: https://www.econbiz.de/10003380323
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A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky; Hobson, David G.; Howison, Sam; … - 2003
Persistent link: https://www.econbiz.de/10009581657
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Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky; Hobson, David G. - 2002
Persistent link: https://www.econbiz.de/10009581663
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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
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Real options with constant relative risk aversion
Henderson, Vicky; Hobson, David G. - In: Journal of economic dynamics & control 27 (2002) 2, pp. 329-355
Persistent link: https://www.econbiz.de/10001703408