David Hobson

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Randomised rules for stopping problems.

David Hobson, Matthew Zeng

J. Appl. Probab., 2020

2019

Robust bounds for the American put.

David Hobson, Dominykas Norgilas

Finance Stochastics, 2019

2018

Probability weighting, stop-loss and the disposition effect.

Vicky Henderson, David Hobson, Alex S. L. Tse

J. Econ. Theory, 2018

2017

Randomized strategies and prospect theory in a dynamic context.

Vicky Henderson, David Hobson, Alex S. L. Tse

J. Econ. Theory, 2017

Model uncertainty and the pricing of American options.

David Hobson, Anthony Neuberger

Finance Stochastics, 2017

2016

Optimal Consumption and Sale Strategies for a Risk Averse Agent.

David Hobson, Ye-Qi Zhu

SIAM J. Financial Math., 2016

2015

Robust price bounds for the forward starting straddle.

David Hobson, Martin Klimmek

Finance Stochastics, 2015

2013

Risk Aversion, Indivisible Timing Options, and Gambling.

Vicky Henderson, David Hobson

Oper. Res., 2013

2012

Model-independent hedging strategies for variance swaps.

David Hobson, Martin Klimmek

Finance Stochastics, 2012

2010

Comparison results for stochastic volatility models via coupling.

David Hobson

Finance Stochastics, 2010

2007

Bounds for in-progress floating-strike Asian options using symmetry.

Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski

Ann. Oper. Res., 2007

2005

Local martingales, bubbles and option prices.

Alexander M. G. Cox, David Hobson

Finance Stochastics, 2005

2000

Local time, coupling and the passport option.

Vicky Henderson, David Hobson

Finance Stochastics, 2000

1998

Robust hedging of the lookback option.

David Hobson

Finance Stochastics, 1998

1996

Design considerations for Digital's PowerStorm graphics processor.

Chris Gianos, David Hobson

IBM J. Res. Dev., 1996