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Hobson, David
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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
8		 Total
Citations
4
Authors Date Downloads
 (Rank) 		Citations
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1.  
Robust Bounds for Forward Start Options | Show Abstract | Download |
Mathematical Finance, Vol. 22, Issue 1, pp. 31-56, 2012
Accepted Paper Series
Hobson, David
affiliation not provided to SSRN
Neuberger, Anthony
University of Warwick - Warwick Business School
Posted:
21 Jan 12
3
(330,702) 		3
2.  
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
affiliation not provided to SSRN
Posted:
19 Sep 08
3
(330,702) 		1
3.  
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
affiliation not provided to SSRN
Posted:
20 May 11
2
(335,455) 		 
4.  
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
affiliation not provided to SSRN
Shaw, William
King's College, London
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
06 Mar 08
 

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