Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Model uncertainty and the pric...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
44
Theory
44
Option pricing theory
22
Optionspreistheorie
22
Volatility
16
Volatilität
16
Stochastic process
12
Stochastischer Prozess
12
Hedging
11
Option trading
9
Optionsgeschäft
9
Incomplete market
8
Martingal
8
Martingale
8
Unvollkommener Markt
8
Risiko
7
Risk
7
Börsenkurs
6
Derivat
6
Derivative
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Aktienmarkt
5
Großbritannien
5
Risikoprämie
5
Risk premium
5
Stock market
5
USA
5
United Kingdom
5
United States
5
CAPM
4
Capital income
4
Kapitaleinkommen
4
Pension fund
4
Pensionskasse
4
Prospect Theory
4
Prospect theory
4
Search theory
4
Suchtheorie
4
more ...
less ...
Online availability
All
Free
47
Undetermined
39
Type of publication
All
Article
132
Book / Working Paper
62
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Aufsatz im Buch
2
Book section
2
Rezension
2
more ...
less ...
Language
All
Undetermined
105
English
87
German
2
Author
All
Neuberger, Anthony
81
Hobson, David
58
Hobson, David G.
51
Henderson, Vicky
43
Britten-Jones, Mark
9
Herdegen, Martin
7
Jerome, Joseph
7
Klimmek, Martin
7
Kluge, Tino
7
Kozhan, Roman
7
McCarthy, David
7
Feng, Han
6
Howison, Sam
6
Tse, Alex S. L.
6
Hodges, Stewart D.
5
McCarthy, David J.
5
Naik, Narayan Y.
4
Nolte, Ingmar
4
Schneider, Paul
4
Shaw, William
4
Viswanathan, S.
4
Zhu, Yeqi
4
Beber, Alessandro
3
Brown, Haydyn
3
Cox, Alexander M. G.
3
Della Corte, Pasquale
3
Driessen, Joost
3
Evans, Jonathan
3
HOBSON, DAVID
3
Laurence, Peter
3
Tuijp, Patrick
3
Wang, Tai-Ho
3
Wojakowski, Rafal
3
Bjork, Tomas
2
Cox, A. M. G.
2
Davis, Mark H. A.
2
Hodges, Stewart
2
Payne, Richard
2
Rogers, L. C. G.
2
Rogers, L.C.G.
2
more ...
less ...
Institution
All
arXiv.org
10
Finance Research Centre, Oxford University
3
Institute of Finance and Accounting <London>
2
Centre for Economic Policy Research
1
Published in...
All
Finance and stochastics
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Papers / arXiv.org
10
The review of financial studies
9
Mathematical Finance
7
Finance and Stochastics
6
Review of Financial Studies
5
Fiscal studies : the journal of the Institute for Fiscal Studies
4
International journal of theoretical and applied finance
4
Quantitative Finance
4
Applied mathematical finance
3
IFA working paper
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Journal of financial and quantitative analysis : JFQA
3
Mathematical finance
3
OFRC Working Papers Series
3
WFRI policy papers
3
Applied Mathematical Finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Economica
2
Fiscal Studies
2
Journal of business finance & accounting : JBFA
2
Journal of economic dynamics & control
2
Journal of economic theory
2
Mastering Finance : das MBA-Buch zum Finanzmanagement
2
Review of derivatives research
2
Risk : managing risk in the world's financial markets
2
Stochastic Processes and their Applications
2
The economic journal : the journal of the Royal Economic Society
2
The journal of finance : the journal of the American Finance Association
2
AFA 2006 Boston Meetings Paper
1
Advances in futures and options research : a research annual
1
Annals of operations research
1
Decisions in Economics and Finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic theory
1
European Financial Management
1
Indifference pricing : theory and applications
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
103
RePEc
54
OLC EcoSci
34
Other ZBW resources
2
BASE
1
Showing
51
-
60
of
194
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
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
Saved in:
52
The minimum maximum of a continuous martingale with given initial and terminal laws
Hobson, David G.
;
Pedersen, J. L.
-
2000
Persistent link: https://www.econbiz.de/10001500117
Saved in:
53
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:
54
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:
55
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
Saved in:
56
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
Saved in:
57
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
Saved in:
58
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
Saved in:
59
Gambling in contests with regret
Feng, Han
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 674-695
Persistent link: https://www.econbiz.de/10011583789
Saved in:
60
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
