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Hobson, David
14
Henderson, Vicky
9
Hobson, David G.
6
Rogers, L.C.G.
2
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1
Brown, Haydyn
1
Cox, Alexander M.G.
1
Davis, Mark H.A.
1
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Kluge, Tino
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
Annals of operations research
1
Applied mathematical finance
1
Insurance / Mathematics & economics
1
Journal of economic dynamics & control
1
Operations research : the journal of the Operations Research Society of America
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Review of derivatives research
1
Risk : managing risk in the world's financial markets
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OLC EcoSci
ECONIS (ZBW)
59
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1
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:
2
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:
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/10008218805
Saved in:
4
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:
5
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:
6
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:
7
Static-arbitrage optimal subreplicating strategies for basket options
Hobson, David
;
Laurence, Peter
;
Wang, Tai-Ho
- In:
Insurance / Mathematics & economics
37
(
2005
)
3
,
pp. 553-572
Persistent link: https://www.econbiz.de/10006874109
Saved in:
8
A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation
Henderson, Vicky
;
Hobson, David
;
Howison, Sam
;
Kluge, Tino
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10005921830
Saved in:
9
Passport options with stochastic volatility
Henderson, Vicky
;
Hobson, David
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 97-118
Persistent link: https://www.econbiz.de/10008216763
Saved in:
10
ARTICLES - Robust Hedging of Barrier Options
Brown, Haydyn
;
Hobson, David
;
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 285-314
Persistent link: https://www.econbiz.de/10008216989
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