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~subject:"Option pricing theory"
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Option pricing theory
Theorie
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17
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17
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11
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11
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9
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Hobson, David G.
17
Henderson, Vicky
7
Howison, Sam
2
Kluge, Tino
2
Neuberger, Anthony
2
Rogers, Leonard C. G.
2
Brown, Haydyn
1
Cox, Alexander M. G.
1
Davis, Mark H. A.
1
Kentwell, Glenn
1
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1
Norgilas, Dominykas
1
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Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mathematical finance
3
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
International journal of theoretical and applied finance
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Paris Princeton lectures on mathematical finance
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ECONIS (ZBW)
17
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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:
9
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
Saved in:
10
Robust bounds for forward start options
Hobson, David G.
;
Neuberger, Anthony
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10009554695
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