Henderson, Vicky; Hobson, David; Zeng, Matthew Cautious stochastic choice, optimal stopping and deliberate randomization. (English) Zbl 1520.91114 Econ. Theory 75, No. 3, 887-922 (2023). MSC: 91B06 60G40 91B16 PDFBibTeX XMLCite \textit{V. Henderson} et al., Econ. Theory 75, No. 3, 887--922 (2023; Zbl 1520.91114) Full Text: DOI
Hobson, David; Norgilas, Dominykas A construction of the left-curtain coupling. (English) Zbl 1515.60115 Electron. J. Probab. 27, Paper No. 147, 46 p. (2022). MSC: 60G42 PDFBibTeX XMLCite \textit{D. Hobson} and \textit{D. Norgilas}, Electron. J. Probab. 27, Paper No. 147, 46 p. (2022; Zbl 1515.60115) Full Text: DOI arXiv
Beiglböck, Mathias; Hobson, David; Norgilas, Dominykas The potential of the shadow measure. (English) Zbl 1492.60106 Electron. Commun. Probab. 27, Paper No. 16, 12 p. (2022). MSC: 60G42 PDFBibTeX XMLCite \textit{M. Beiglböck} et al., Electron. Commun. Probab. 27, Paper No. 16, 12 p. (2022; Zbl 1492.60106) Full Text: DOI arXiv
Hobson, David; Tse, Alex S. L.; Zhu, Yeqi A multi-asset investment and consumption problem with transaction costs. (English) Zbl 1484.91423 Finance Stoch. 23, No. 3, 641-676 (2019). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{D. Hobson} et al., Finance Stoch. 23, No. 3, 641--676 (2019; Zbl 1484.91423) Full Text: DOI arXiv
Hobson, David; Norgilas, Dominykas Robust bounds for the American put. (English) Zbl 1411.91558 Finance Stoch. 23, No. 2, 359-395 (2019). MSC: 91G20 60G40 60G42 PDFBibTeX XMLCite \textit{D. Hobson} and \textit{D. Norgilas}, Finance Stoch. 23, No. 2, 359--395 (2019; Zbl 1411.91558) Full Text: DOI arXiv
Hobson, David; Klimmek, Martin Robust price bounds for the forward starting straddle. (English) Zbl 1396.91735 Finance Stoch. 19, No. 1, 189-214 (2015). Reviewer: Iulian Stoleriu (Iaşi) MSC: 91G20 60G42 PDFBibTeX XMLCite \textit{D. Hobson} and \textit{M. Klimmek}, Finance Stoch. 19, No. 1, 189--214 (2015; Zbl 1396.91735) Full Text: DOI arXiv
Henderson, Vicky; Hobson, David Optimal liquidation of derivative portfolios. (English) Zbl 1215.91073 Math. Finance 21, No. 3, 365-382 (2011). MSC: 91G10 91B16 91G20 PDFBibTeX XMLCite \textit{V. Henderson} and \textit{D. Hobson}, Math. Finance 21, No. 3, 365--382 (2011; Zbl 1215.91073) Full Text: DOI
Hobson, David Comparison results for stochastic volatility models via coupling. (English) Zbl 1224.91193 Finance Stoch. 14, No. 1, 129-152 (2010). Reviewer: Georgij M. Shevchenko (Kyïv) MSC: 91G80 91G20 60G60 60G17 PDFBibTeX XMLCite \textit{D. Hobson}, Finance Stoch. 14, No. 1, 129--152 (2010; Zbl 1224.91193) Full Text: DOI
Henderson, Vicky; Hobson, David; Howison, Sam; Kluge, Tino A comparison of option prices under different pricing measures in a stochastic volatility model with correlation. (English) Zbl 1134.91423 Rev. Deriv. Res. 8, No. 1, 5-25 (2005). MSC: 91B28 91B30 91B70 PDFBibTeX XMLCite \textit{V. Henderson} et al., Rev. Deriv. Res. 8, No. 1, 5--25 (2005; Zbl 1134.91423) Full Text: DOI Link
Hobson, D. G. Bounds for the utility-indifference prices of non-traded assets in incomplete markets. (English) Zbl 1125.91346 Decis. Econ. Finance 28, No. 1, 33-52 (2005). MSC: 91B28 91B16 60J70 PDFBibTeX XMLCite \textit{D. G. Hobson}, Decis. Econ. Finance 28, No. 1, 33--52 (2005; Zbl 1125.91346) Full Text: DOI