David Hobson

Publication Activity (10 Years)

Years Active: 1996-2020
Publications (10 Years): 6

Top Topics

Upper And Lower Bounds

Probability Distribution

Decision Theoretic

Top Venues

Finance Stochastics

J. Econ. Theory

J. Appl. Probab.

SIAM J. Financial Math.

Publications

David Hobson, Matthew Zeng
Randomised rules for stopping problems. J. Appl. Probab. 57 (3) (2020)
David Hobson, Dominykas Norgilas
Robust bounds for the American put. Finance Stochastics 23 (2) (2019)
Vicky Henderson, David Hobson, Alex S. L. Tse
Probability weighting, stop-loss and the disposition effect. J. Econ. Theory 178 (2018)
Vicky Henderson, David Hobson, Alex S. L. Tse
Randomized strategies and prospect theory in a dynamic context. J. Econ. Theory 168 (2017)
David Hobson, Anthony Neuberger
Model uncertainty and the pricing of American options. Finance Stochastics 21 (1) (2017)
David Hobson, Ye-Qi Zhu
Optimal Consumption and Sale Strategies for a Risk Averse Agent. SIAM J. Financial Math. 7 (1) (2016)
David Hobson, Martin Klimmek
Robust price bounds for the forward starting straddle. Finance Stochastics 19 (1) (2015)
Vicky Henderson, David Hobson
Risk Aversion, Indivisible Timing Options, and Gambling. Oper. Res. 61 (1) (2013)
David Hobson, Martin Klimmek
Model-independent hedging strategies for variance swaps. Finance Stochastics 16 (4) (2012)
David Hobson
Comparison results for stochastic volatility models via coupling. Finance Stochastics 14 (1) (2010)
Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski
Bounds for in-progress floating-strike Asian options using symmetry. Ann. Oper. Res. 151 (1) (2007)
Alexander M. G. Cox, David Hobson
Local martingales, bubbles and option prices. Finance Stochastics 9 (4) (2005)
Vicky Henderson, David Hobson
Local time, coupling and the passport option. Finance Stochastics 4 (1) (2000)
David Hobson
Robust hedging of the lookback option. Finance Stochastics 2 (4) (1998)
Chris Gianos, David Hobson
Design considerations for Digital's PowerStorm graphics processor. IBM J. Res. Dev. 40 (4) (1996)