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~person:"Hobson, David G."
~subject:"Statistical test"
~subject:"Theory"
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Search: subject_exact:"Martingal"
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Hobson, David G.
Schweizer, Martin
19
Platen, Eckhard
12
Jeanblanc, Monique
11
Kardaras, Constantinos
11
Phillips, Peter C. B.
11
Podolskij, Mark
10
Choulli, Tahir
9
Hulley, Hardy
9
Jacod, Jean
9
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8
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Li, Jia
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7
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7
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6
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5
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4
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Indifference pricing : theory and applications
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Robust bounds for forward start options
Hobson, David G.
;
Neuberger, Anthony
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10009554695
Saved in:
2
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
Saved in:
3
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:
4
Local martingales, bubbles and option prices
Cox, Alexander M. G.
;
Hobson, David G.
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 477-492
Persistent link: https://www.econbiz.de/10003123202
Saved in:
5
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
Saved in:
6
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:
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