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Model-independent hedging stra...
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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
Saved in:
2
On the information content of wine notes : some new algorithms?
Klimmek, Martin
- In:
Journal of wine economics
8
(
2013
)
3
,
pp. 318-334
Persistent link: https://www.econbiz.de/10010260256
Saved in:
3
[Rezension von: Bjork, Tomas, Arbitrage theory in continuous time]
Hobson, David G.
- In:
The economic journal : the journal of the Royal …
110
(
2000
),
pp. 261-262
Persistent link: https://www.econbiz.de/10001480861
Saved in:
4
Stochastic volatility models, correlation, and the q-optimal measure
Hobson, David G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10002396346
Saved in:
5
Comparison results for stochastic volatility models via coupling
Hobson, David G.
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 129-152
Persistent link: https://www.econbiz.de/10003924831
Saved in:
6
The minimum maximum of a continuous martingale with given initial and terminal laws
Hobson, David G.
;
Pedersen, J. L.
-
2000
Persistent link: https://www.econbiz.de/10001500117
Saved in:
7
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:
8
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:
9
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
Saved in:
10
Real options with constant relative risk aversion
Henderson, Vicky
;
Hobson, David G.
- In:
Journal of economic dynamics & control
27
(
2002
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10001703408
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