Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A multi-asset investment and c...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
28
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
11
Stochastischer Prozess
11
Option trading
9
Optionsgeschäft
9
Incomplete market
8
Martingal
8
Martingale
8
Unvollkommener Markt
8
Volatility
8
Volatilität
8
Hedging
7
Nutzen
7
Portfolio selection
7
Portfolio-Management
7
Utility
7
Derivat
6
Derivative
6
Prospect Theory
6
Prospect theory
6
Search theory
6
Suchtheorie
6
Risiko
5
Risk
5
Anlageverhalten
3
Behavioural finance
3
Black-Scholes model
3
Black-Scholes-Modell
3
Gambling
3
Game theory
3
Glücksspiel
3
Martingale optimal transport
3
Mathematical programming
3
Mathematische Optimierung
3
Model-independent bounds
3
Nash equilibrium
3
Optimal stopping
3
more ...
less ...
Online availability
All
Free
6
Undetermined
1
Type of publication
All
Article
23
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Rezension
1
Working Paper
1
more ...
less ...
Language
All
English
28
Author
All
Hobson, David G.
23
Henderson, Vicky
8
Herdegen, Martin
5
Jerome, Joseph
5
Hobson, David
3
Rogers, Leonard C. G.
2
Tse, Alex S. L.
2
Zheng, Harry
2
Bjork, Tomas
1
Brown, Haydyn
1
Cox, Alexander M. G.
1
Davis, Mark H. A.
1
Evans, Jonathan
1
Howison, Sam
1
Kentwell, Glenn
1
Klimmek, Martin
1
Kluge, Tino
1
Neuberger, Anthony
1
Pedersen, J. L.
1
Penn, Jeremy
1
more ...
less ...
Published in...
All
Finance and stochastics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
International journal of theoretical and applied finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Indifference pricing : theory and applications
1
Journal of economic dynamics & control
1
Operations research
1
Review of derivatives research
1
The economic journal : the journal of the Royal Economic Society
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
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
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
