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Hobson, David

 

University of Warwick


 CV4 7AL
 United Kingdom
 email address

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. Hobson, David's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
32
Total
Citations
7
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
University of Warwick
Tse, Alex S. L.
University of Warwick
Posted:
29 Nov 14
22
(334,507)
 

2.  
Robust Bounds for Forward Start Options | Show Abstract | Download |
Mathematical Finance, Vol. 22, Issue 1, pp. 31-56, 2012
Accepted Paper Series
Hobson, David
University of Warwick
Neuberger, Anthony
University of Warwick - Warwick Business School
Posted:
21 Jan 12
3
(402,699)
3

3.  
Optimal Timing for an Indivisible Asset Sale | Show Abstract | Download |
Mathematical Finance, Vol. 18, Issue 4, pp. 545-567, October 2008
Accepted Paper Series
Evans, Jonathan D.
University of Bath
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David
University of Warwick
Posted:
19 Sep 08
3
(402,699)
1

4.  
Hobson, David
University of Warwick
Feng, Han
University of Warwick
Posted:
31 May 14
2
(408,767)
 

5.  
Optimal Liquidation of Derivative Portfolios | Show Abstract | Download |
Mathematical Finance, Vol. 21, Issue 3, pp. 365-382, 2011
Accepted Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David
University of Warwick
Posted:
20 May 11
2
(408,767)
3

6.  
Bounds for In-Progress Floating-Strike Asian Options Using Symmetry | Show Abstract |
Annals of Operation Research, Vol. 151, No. 1, 2007
Accepted Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David
University of Warwick
Shaw, William
King's College, London
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
06 Mar 08
 


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