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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
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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/10003123202
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Optimal liquidation of derivative portfolios
Henderson, Vicky; Hobson, David G. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 365-382
Persistent link: https://www.econbiz.de/10009155206
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Model-independent hedging strategies for variance swaps
Hobson, David G.; Klimmek, Martin - In: Finance and stochastics 16 (2012) 4, pp. 611-649
Persistent link: https://www.econbiz.de/10009623540
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Robust price bounds for the forward starting straddle
Hobson, David G.; Klimmek, Martin - In: Finance and stochastics 19 (2015) 1, pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
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FX Open Forward
Hok, Julien; Tse, Alex S. L. - In: Quantitative finance 24 (2024) 8, pp. 1037-1055
Persistent link: https://www.econbiz.de/10015196869