David Hobson

16 papers Journal 16
YearRankTypeTitle / Venue / Authors
2024 J jnl
Callable Convertible Bonds Under Liquidity Constraints and Hybrid Priorities.
SIAM J. Financial Math.
David Hobson, Gechun Liang, Edward Wang
2020 J jnl
Randomised rules for stopping problems.
J. Appl. Probab.
David Hobson, Matthew Zeng
2019 J jnl
Robust bounds for the American put.
Finance Stochastics
David Hobson, Dominykas Norgilas
2018 J jnl
Probability weighting, stop-loss and the disposition effect.
J. Econ. Theory
Vicky Henderson, David Hobson, Alex S. L. Tse
2017 J jnl
Model uncertainty and the pricing of American options.
Finance Stochastics
David Hobson, Anthony Neuberger
2017 J jnl
Randomized strategies and prospect theory in a dynamic context.
J. Econ. Theory
Vicky Henderson, David Hobson, Alex S. L. Tse
2016 J jnl
Optimal Consumption and Sale Strategies for a Risk Averse Agent.
SIAM J. Financial Math.
David Hobson, Ye-Qi Zhu
2015 J jnl
Robust price bounds for the forward starting straddle.
Finance Stochastics
David Hobson, Martin Klimmek
2013 J jnl
Risk Aversion, Indivisible Timing Options, and Gambling.
Oper. Res.
Vicky Henderson, David Hobson
2012 J jnl
Model-independent hedging strategies for variance swaps.
Finance Stochastics
David Hobson, Martin Klimmek
2010 J jnl
Comparison results for stochastic volatility models via coupling.
Finance Stochastics
David Hobson
2007 J jnl
Bounds for in-progress floating-strike Asian options using symmetry.
Ann. Oper. Res.
Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski
2005 J jnl
Local martingales, bubbles and option prices.
Finance Stochastics
Alexander M. G. Cox, David Hobson
2000 J jnl
Local time, coupling and the passport option.
Finance Stochastics
Vicky Henderson, David Hobson
1998 J jnl
Robust hedging of the lookback option.
Finance Stochastics
David Hobson
1996 J jnl
Design considerations for Digital's PowerStorm graphics processor.
IBM J. Res. Dev.
Chris Gianos, David Hobson