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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
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A note on irreversible investment, hedging and optimal consumption problems
Henderson, Vicky; Hobson, David G. - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 997-1007
Persistent link: https://www.econbiz.de/10003380323
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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
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Utility theory front to back-inferring utility from agents' choices
Cox, Alexander M. G.; Hobson, David G.; Obłój, Jan - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10010364759
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The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky; Sun, Jia; Whalley, A. Elizabeth - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10012652678