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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/10008214153
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Robust hedging of the lookback option
Hobson, David G. - In: Finance and stochastics 2 (1998) 4, pp. 329-348
Persistent link: https://www.econbiz.de/10008218800
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Robust hedging of the lookback option
Hobson, David G. - In: Finance and stochastics 2 (1998) 4, pp. 329-348
Persistent link: https://www.econbiz.de/10008218805
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Complete Models with Stochastic Volatility
Hobson, David G.; Rogers, L.C.G. - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10008219352
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THE RANGE OF TRADED OPTION PRICES
Davis, Mark H.A.; Hobson, David G. - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10008222128
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Real options with constant relative risk aversion
Henderson, Vicky; Hobson, David G. - In: Journal of economic dynamics & control 27 (2003) 2, pp. 329
Persistent link: https://www.econbiz.de/10006764605