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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
Saved in:
2
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:
3
[Rezension von: Bjork, Tomas, Arbitrage theory in continuous time]
Hobson, David G.
- In:
The economic journal : the journal of the Royal …
110
(
2000
),
pp. 261-262
Persistent link: https://www.econbiz.de/10001480861
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4
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
Saved in:
5
Complete models with stochastic volatility
Hobson, David G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001240799
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6
Passport options with stochastic volatility
Henderson, Vicky
;
Hobson, David G.
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 97-118
Persistent link: https://www.econbiz.de/10001628628
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7
Real options with constant relative risk aversion
Henderson, Vicky
;
Hobson, David G.
- In:
Journal of economic dynamics & control
27
(
2002
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10001703408
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8
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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9
Robust hedging of barrier options
Brown, Haydyn
;
Hobson, David G.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001651137
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10
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
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