David Hobson

According to our database1, David Hobson authored at least 14 papers between 1996 and 2019.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

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

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

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

Model uncertainty and the pricing of American options.
Finance and 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 and Stochastics, 2015

2013
Risk Aversion, Indivisible Timing Options, and Gambling.
Operations Research, 2013

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

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

2007
Bounds for in-progress floating-strike Asian options using symmetry.
Annals OR, 2007

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

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

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

1996
Design considerations for Digital's PowerStorm graphics processor.
IBM Journal of Research and Development, 1996


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