According to our database1, David Hobson authored at least 14 papers between 1996 and 2019.
Legend:Book In proceedings Article PhD thesis Other
Robust bounds for the American put.
Finance and Stochastics, 2019
Probability weighting, stop-loss and the disposition effect.
J. Economic Theory, 2018
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
Optimal Consumption and Sale Strategies for a Risk Averse Agent.
SIAM J. Financial Math., 2016
Robust price bounds for the forward starting straddle.
Finance and Stochastics, 2015
Risk Aversion, Indivisible Timing Options, and Gambling.
Operations Research, 2013
Model-independent hedging strategies for variance swaps.
Finance and Stochastics, 2012
Comparison results for stochastic volatility models via coupling.
Finance and Stochastics, 2010
Bounds for in-progress floating-strike Asian options using symmetry.
Annals OR, 2007
Local martingales, bubbles and option prices.
Finance and Stochastics, 2005
Local time, coupling and the passport option.
Finance and Stochastics, 2000
Robust hedging of the lookback option.
Finance and Stochastics, 1998
Design considerations for Digital's PowerStorm graphics processor.
IBM Journal of Research and Development, 1996