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David Hobson

Identifiers

  • name variant David Hobson 0.60 · backfill

Papers (24)

  1. Constrained Optimal Stopping, Liquidity and Effort math.PR · 2019 · author #1
  2. Robust bounds for the American Put q-fin.MF · 2017 · author #1
  3. Optimal Stopping and the Sufficiency of Randomized Threshold Strategies math.PR · 2017 · author #2
  4. A multi-asset investment and consumption problem with transaction costs q-fin.MF · 2016 · author #1
  5. Optimal consumption and investment under transaction costs q-fin.MF · 2016 · author #1
  6. More on hedging American options under model uncertainty q-fin.MF · 2016 · author #1
  7. On the value of being American q-fin.MF · 2016 · author #1
  8. Mimicking martingales math.PR · 2015 · author #1
  9. Multi-asset consumption-investment problems with infinite transaction costs q-fin.MF · 2014 · author #1
  10. Optimal consumption and sale strategies for a risk averse agent q-fin.MF · 2014 · author #1
  11. Gambling in contests with random initial law q-fin.EC · 2014 · author #2
  12. Integrability of solutions of the Skorokhod Embedding Problem for Diffusions math.PR · 2014 · author #1
  13. Finite, integrable and bounded time embeddings for diffusions math.PR · 2013 · author #2
  14. Robust price bounds for the forward starting straddle q-fin.PR · 2013 · author #1
  15. Gambling in contests with regret q-fin.PM · 2013 · author #2
  16. Model independent hedging strategies for variance swaps q-fin.PR · 2011 · author #1
  17. Can time-homogeneous diffusions produce any distribution? math.PR · 2011 · author #2
  18. Utility theory front to back - inferring utility from agents' choices q-fin.PM · 2011 · author #2
  19. Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps math.PR · 2010 · author #1
  20. Constructing Time-Homogeneous Generalised Diffusions Consistent with Optimal Stopping Values math.PR · 2010 · author #1
  21. Recovering a time-homogeneous stock price process from perpetual option prices math.PR · 2009 · author #2
  22. An explicit solution for an optimal stopping/optimal control problem which models an asset sale q-fin.PM · 2008 · author #2
  23. Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping math.PR · 2007 · author #2
  24. Skorokhod embeddings, minimality and non-centred target distributions math.PR · 2003 · author #2

Mentions

  • 1405.7801 #2 · backfill · confidence 0.70 David Hobson
  • 1403.2214 #1 · backfill · confidence 0.70 David Hobson
  • 1306.3942 #2 · backfill · confidence 0.70 David Hobson
  • 1304.2141 #1 · backfill · confidence 0.70 David Hobson
  • 1301.0719 #2 · backfill · confidence 0.70 David Hobson
  • 1104.4010 #1 · backfill · confidence 0.70 David Hobson
  • 1103.4371 #2 · backfill · confidence 0.70 David Hobson
  • 1101.3572 #2 · backfill · confidence 0.70 David Hobson
  • 1012.3909 #1 · backfill · confidence 0.70 David Hobson
  • 1005.0160 #1 · backfill · confidence 0.70 David Hobson
  • 0903.4833 #2 · backfill · confidence 0.70 David Hobson
  • 0806.4061 #2 · backfill · confidence 0.70 David Hobson

Frequent Coauthors