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~subject:"Option pricing theory"
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Coupling and option price comp...
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Option pricing theory
Theorie
34
Theory
34
Optionspreistheorie
26
Incomplete market
15
Unvollkommener Markt
15
Stochastic process
13
Stochastischer Prozess
13
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Optionsgeschäft
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Martingal
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Prospect theory
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Entscheidung unter Unsicherheit
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Risiko
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Aktienoption
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Derivat
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Derivative
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Risikoaversion
5
Risk aversion
5
Search theory
5
Stock option
5
Suchtheorie
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4
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English
26
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Henderson, Vicky
16
Hobson, David G.
16
Sun, Jia
3
Whalley, A. Elizabeth
3
Howison, Sam
2
Kluge, Tino
2
Liang, Gechun
2
Neuberger, Anthony
2
Rogers, Leonard C. G.
2
Benth, Fred Espen
1
Brown, Haydyn
1
Cox, Alexander M. G.
1
Davis, Mark H. A.
1
Kentwell, Glenn
1
Klimmek, Martin
1
Norgilas, Dominykas
1
Shaw, William
1
Wojakowski, Rafa L.
1
Wojakowski, Rafal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
Mathematical finance
4
International journal of theoretical and applied finance
2
Paris Princeton lectures on mathematical finance
2
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Lecture notes in mathematics : a collection of informal reports and seminars
1
Review of derivatives research
1
WBS Finance Group Research Paper
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ECONIS (ZBW)
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Local time, coupling and the passport option
Henderson, Vicky
;
Hobson, David G.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001486624
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2
Passport options with stochastic volatility
Henderson, Vicky
;
Hobson, David G.
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 97-118
Persistent link: https://www.econbiz.de/10001628628
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3
A new class of commodity hedging strategies : a passport options approach
Henderson, Vicky
;
Hobson, David G.
;
Kentwell, Glenn
- In:
International journal of theoretical and applied finance
5
(
2002
)
3
,
pp. 255-278
Persistent link: https://www.econbiz.de/10001674216
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4
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10002975937
Saved in:
5
Bounds for floating-strike Asian options using symmetry
Henderson, Vicky
;
Hobson, David G.
;
Shaw, William
; …
-
2003
Persistent link: https://www.econbiz.de/10009581655
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6
A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
-
2003
Persistent link: https://www.econbiz.de/10009581657
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7
Bounds for the utility-indifference prices of non-traded assets in incomplete markets
Hobson, David G.
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10003048352
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8
The Skorokhod embedding problem and model-independent bounds for option prices
Hobson, David G.
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 267-318
Persistent link: https://www.econbiz.de/10009356712
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9
Complete models with stochastic volatility
Hobson, David G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001240799
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10
Robust hedging of barrier options
Brown, Haydyn
;
Hobson, David G.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001651137
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