David Hobson

According to our database1, David Hobson authored at least 15 papers between 1996 and 2020.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Randomised rules for stopping problems.
J. Appl. Probab., 2020

2019
Robust bounds for the American put.
Finance Stochastics, 2019

2018
Probability weighting, stop-loss and the disposition effect.
J. Econ. Theory, 2018

2017
Randomized strategies and prospect theory in a dynamic context.
J. Econ. Theory, 2017

Model uncertainty and the pricing of American options.
Finance Stochastics, 2017

2016
Optimal Consumption and Sale Strategies for a Risk Averse Agent.
SIAM J. Financial Math., 2016

2015
Robust price bounds for the forward starting straddle.
Finance Stochastics, 2015

2013
Risk Aversion, Indivisible Timing Options, and Gambling.
Oper. Res., 2013

2012
Model-independent hedging strategies for variance swaps.
Finance Stochastics, 2012

2010
Comparison results for stochastic volatility models via coupling.
Finance Stochastics, 2010

2007
Bounds for in-progress floating-strike Asian options using symmetry.
Ann. Oper. Res., 2007

2005
Local martingales, bubbles and option prices.
Finance Stochastics, 2005

2000
Local time, coupling and the passport option.
Finance Stochastics, 2000

1998
Robust hedging of the lookback option.
Finance Stochastics, 1998

1996
Design considerations for Digital's PowerStorm graphics processor.
IBM J. Res. Dev., 1996


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