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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
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2
Local time, coupling and the passport option
Henderson, Vicky
;
Hobson, David
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 69-80
Persistent link: https://www.econbiz.de/10008217590
Saved in:
3
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:
4
Pseudo linear pricing rule for utility indifference valuation
Henderson, Vicky
;
Liang, Gechun
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 593-615
Persistent link: https://www.econbiz.de/10010395991
Saved in:
5
Partial liquidation under reference-dependent preferences
Henderson, Vicky
;
Muscat, Jonathan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 335-357
Persistent link: https://www.econbiz.de/10012253356
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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7
Model-independent hedging strategies for variance swaps
Hobson, David
;
Klimmek, Martin
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 611-650
Persistent link: https://www.econbiz.de/10010019153
Saved in:
8
Comparison results for stochastic volatility models via coupling
Hobson, David
- In:
Finance and stochastics
14
(
2009
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10008445238
Saved in:
9
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:
10
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
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