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Hobson, David G.


 SSRN Author Rank: 37,430 by Downloads
 

University of Bath - School of Mathematical Sciences


 Bath, BA2 7AY
 United Kingdom
 email address

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. Hobson, David G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
600
Total
Citations
26
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David G.
University of Bath - School of Mathematical Sciences
Howison, Sam
University of Oxford - Nomura Centre for Quantitative Finance, OCIAM
Kluge, Tino
University of Oxford - Nomura Centre for Mathematical Finance
Posted:
02 Jan 04
434
(37,992)
7

2.  
Evans, Jonathan D.
University of Bath
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David G.
University of Bath - School of Mathematical Sciences
Posted:
24 Mar 05
132
(132,304)
2

3.  
Range of Traded Option Prices | Show Abstract | Download |
Mathematical Finance, Vol. 17, No. 1, pp. 1-14, January 2007
Accepted Paper Series
Hobson, David G.
University of Bath - School of Mathematical Sciences
Posted:
13 Dec 06
22
(321,525)
 

4.  
Stochastic Volatility Models, Correlation, and the q-Optimal Measure | Show Abstract | Download |
Mathematical Finance, Vol. 14, No. 4, pp. 537-556, October 2004
Accepted Paper Series
Hobson, David G.
University of Bath - School of Mathematical Sciences
Posted:
19 Sep 04
12
(364,652)
17

5.  
Local Time, Coupling And The Passport Option | Show Abstract |
Finance and Stochastics, Vol. 4, Iss. 1
Accepted Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David G.
University of Bath - School of Mathematical Sciences
Posted:
17 Nov 99
 

6.  
Robust Hedging of the Lookback Option | Show Abstract |
Finance and Stochastics, Vol. 2, No. 4, 1998
Accepted Paper Series
Hobson, David G.
University of Bath - School of Mathematical Sciences
Posted:
26 Aug 98
 


Records 1 - 6 of 6 matches
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