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Comparison results for stochastic volatility models via coupling
Hobson, David G. - In: Finance and stochastics 14 (2010) 1, pp. 129-152
Persistent link: https://www.econbiz.de/10003924831
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Stochastic volatility models, correlation, and the q-optimal measure
Hobson, David G. - In: Mathematical finance : an international journal of … 14 (2004) 4, pp. 537-556
Persistent link: https://www.econbiz.de/10002396346
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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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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
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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