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Theory
Theorie
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Option pricing theory
28
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Hobson, David G.
24
Henderson, Vicky
15
Herdegen, Martin
5
Jerome, Joseph
5
Hobson, David
3
Tse, Alex S. L.
3
Rogers, Leonard C. G.
2
Zheng, Harry
2
Bjork, Tomas
1
Brown, Haydyn
1
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1
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1
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1
Evans, Jonathan
1
Grasselli, Matheus
1
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1
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1
Klimmek, Martin
1
Kluge, Tino
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Finance and stochastics
8
Journal of economic dynamics & control
4
International journal of theoretical and applied finance
3
Mathematics and financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Indifference pricing : theory and applications
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
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ECONIS (ZBW)
36
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1
A multi-asset investment and consumption problem with transaction costs
Hobson, David G.
;
Tse, Alex S. L.
;
Zhu, Yeqi
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 641-676
Persistent link: https://www.econbiz.de/10012023758
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
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:
4
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:
5
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:
6
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
Saved in:
7
A note on irreversible investment, hedging and optimal consumption problems
Henderson, Vicky
;
Hobson, David G.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 997-1007
Persistent link: https://www.econbiz.de/10003380323
Saved in:
8
Optimal timing for an indivisible asset sale
Evans, Jonathan
;
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 545-567
Persistent link: https://www.econbiz.de/10003769012
Saved in:
9
Utility indifference pricing : an overview
Henderson, Vicky
;
Hobson, David G.
- In:
Indifference pricing : theory and applications
,
(pp. 44-73)
.
2009
Persistent link: https://www.econbiz.de/10003807578
Saved in:
10
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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