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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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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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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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The Skorokhod embedding problem and model-independent bounds for option prices
Hobson, David G. - In: Paris Princeton lectures on mathematical finance 4 (2010), pp. 267-318
Persistent link: https://www.econbiz.de/10009356712
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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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[Rezension von: Bjork, Tomas, Arbitrage theory in continuous time]
Hobson, David G. - In: The economic journal : the journal of the Royal … 110 (2000), pp. 261-262
Persistent link: https://www.econbiz.de/10001480861
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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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The range of traded option prices
Davis, Mark H. A.; Hobson, David G. - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10003543093