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Hobson, David
14
Neuberger, Anthony
14
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9
Hobson, David G.
6
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2
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
The review of financial studies
4
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Risk : managing risk in the world's financial markets
2
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1
Applied mathematical finance
1
Economica
1
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1
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1
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1
Journal of financial and quantitative analysis : JFQA
1
Operations research : the journal of the Operations Research Society of America
1
Review of derivatives research
1
The British accounting review : the journal of the British Accounting Association
1
The economic journal : the journal of the Royal Economic Society
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The journal of finance : the journal of the American Finance Association
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OLC EcoSci
ECONIS (ZBW)
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ROBUST BOUNDS FOR FORWARD START OPTIONS
Hobson, David
;
Neuberger, Anthony
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10009822580
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
The Log Contract
Neuberger, Anthony
- In:
The journal of portfolio management : a publication of …
20
(
1994
)
2
,
pp. 74-80
Persistent link: https://www.econbiz.de/10006597441
Saved in:
9
How Large are the Benefits from Using Options?
Neuberger, Anthony
;
Hodges, Stewart
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 201-220
Persistent link: https://www.econbiz.de/10006695601
Saved in:
10
Pricing Pension Insurance: The Proposed Levy Structure for the Pension Protection Fund link rid="fn1">*
McCarthy, David
;
Neuberger, Anthony
- In:
Fiscal studies : the journal of the Institute for …
26
(
2005
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10006810767
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