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Coupling and option price comp...
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Theorie
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Henderson, Vicky
90
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58
Hobson, David G.
51
Herdegen, Martin
7
Jerome, Joseph
7
Klimmek, Martin
7
Kluge, Tino
7
Feng, Han
6
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6
Tse, Alex S. L.
6
Liang, Gechun
5
Sun, Jia
5
Whalley, A. Elizabeth
5
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4
Burro, Giovanni
4
Grasselli, Matheus
4
Shaw, William
4
Wojakowski, Rafal
4
Zhu, Yeqi
4
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3
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3
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3
HOBSON, DAVID
3
Laurence, Peter
3
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3
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3
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2
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2
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2
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2
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2
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1
COX, ALEXANDER M. G.
1
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1
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6
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Mathematical finance : an international journal of mathematics, statistics and financial theory
20
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19
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12
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9
Mathematical Finance
9
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7
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Optimal liquidation of derivative portfolios
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10009155206
Saved in:
5
Bounds for floating-strike Asian options using symmetry
Henderson, Vicky
;
Hobson, David G.
;
Shaw, William
; …
-
2003
Persistent link: https://www.econbiz.de/10009581655
Saved in:
6
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
Saved in:
7
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:
8
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
Saved in:
9
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:
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
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