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Real options with constant relative risk aversion
Henderson, Vicky; Hobson, David G. - In: Journal of Economic Dynamics and Control 27 (2002) 2, pp. 329-355
Persistent link: https://www.econbiz.de/10005229836
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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
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Randomized strategies and prospect theory in a dynamic context
Henderson, Vicky; Hobson, David G.; Tse, Alex S. L. - In: Journal of economic theory 168 (2017), pp. 287-300
Persistent link: https://www.econbiz.de/10011747490
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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
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Probability weighting, stop-loss and the disposition effect
Henderson, Vicky; Hobson, David G.; Tse, Alex S. L. - In: Journal of economic theory 178 (2018), pp. 360-397
Persistent link: https://www.econbiz.de/10012026410
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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
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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
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A multi-asset investment and consumption problem with transaction costs
Hobson, David G.; Tse, Alex S. L.; Zhu, Yeqi - In: Finance and stochastics 23 (2019) 3, pp. 641-676
Persistent link: https://www.econbiz.de/10012023758