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isPartOf:"Finance and stochastics"
~person:"Hobson, David G."
~person:"Soner, Halil Mete"
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Hedging
6
Option pricing theory
4
Option trading
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Hobson, David G.
Soner, Halil Mete
Kabanov, Jurij M.
5
Obłój, Jan
4
Bartl, Daniel
3
Bouchard, Bruno
3
Carr, Peter
3
Pham, Huyên
3
Stricker, Christophe
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Campi, Luciano
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Cox, Alexander M. G.
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Cvitanić, Jakša
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Frey, Rüdiger
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Fukasawa, Masaaki
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Föllmer, Hans
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Gobet, Emmanuel
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Herrmann, Sebastian
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Hou, Zhaoxu
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Jeanblanc, Monique
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Karatzas, Ioannis
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Klimmek, Martin
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Kupper, Michael
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Lee, Roger
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Leukert, Peter
2
Lépinette, Emmanuel
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Muhle-Karbe, Johannes
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Møller, Thomas
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Rásonyi, Miklós
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Touzi, Nizar
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Ankirchner, Stefan
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Arai, Takuji
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Backhoff, Julio Daniel
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Finance and stochastics
Research paper series / Swiss Finance Institute
7
Swiss Finance Institute Research Paper
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International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advanced mathematical methods for finance
1
Digital finance : smart data analytics, investment innovation, and financial technology
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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1
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
2
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
3
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
4
Model-independent hedging strategies for variance swaps
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 611-649
Persistent link: https://www.econbiz.de/10009623540
Saved in:
5
Option hedging for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
6
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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