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Hobson, David
14
Henderson, Vicky
8
Bjork, Tomas
1
Brown, Haydyn
1
Evans, Jonathan
1
Feng, Han
1
Howison, Sam
1
Klimmek, Martin
1
Kluge, Tino
1
Laurence, Peter
1
Neuberger, Anthony
1
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Shaw, William
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
3
Annals of operations research
1
Applied mathematical finance
1
Far Eastern economic review
1
Insurance / Mathematics & economics
1
Operations research : the journal of the Operations Research Society of America
1
Review of derivatives research
1
Risk : managing risk in the world's financial markets
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OLC EcoSci
ECONIS (ZBW)
71
RePEc
36
Other ZBW resources
3
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1
Profile
Feng, Han
- In:
Far Eastern economic review
157
(
1994
)
3
,
pp. 66
Persistent link: https://www.econbiz.de/10007570255
Saved in:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Local time, coupling and the passport option
Henderson, Vicky
;
Hobson, David
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 69-80
Persistent link: https://www.econbiz.de/10008217590
Saved in:
7
Bounds for in-progress floating-strike Asian options using symmetry
Henderson, Vicky
;
Hobson, David
;
Shaw, William
; …
-
2007
Persistent link: https://www.econbiz.de/10008222035
Saved in:
8
STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE q-OPTIMAL MEASURE
hobson, david
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10008223322
Saved in:
9
FEATURES - BOOK REVIEWS - Arbitrage Theory in Continuous Time
Bjork, Tomas
;
Hobson, David
- In:
The economic journal : the journal of the Royal …
110
(
2000
)
461
,
pp. F261
Persistent link: https://www.econbiz.de/10007509967
Saved in:
10
OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE
Evans, Jonathan
;
Henderson, Vicky
;
Hobson, David
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 545-568
Persistent link: https://www.econbiz.de/10008103931
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