David Hobson *

Finance · 2001–2012

A researcher in the Science corpus: 10 papers; trusts 29 researchers and is trusted by 39 researchers here, as inferred from the citation graph.

Subfields

Whom David Hobson * trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Vicky Henderson
  2. Hans Föllmer
  3. Nengjiu Ju
  4. Jan Obłój
  5. Mark H. A. Davis
  6. Damiano Brigo
  7. Thaleia Zariphopoulou
  8. Alexander Schied
  9. Umberto Cherubini
  10. Griselda Deelstra

Who trusts David Hobson * overall

  1. Yan Dolinsky
  2. Mathias Beiglbock
  3. H. M. Soner
  4. Nizar Touzi
  5. H. D. March
  6. Danila Zaev
  7. Pierre Henry-Labordère
  8. Xiaolu Tan
  9. Vicky Henderson
  10. Julio Backhoff-Veraguas

Papers from David Hobson *'s perspective

Ordered by how strongly the researchers David Hobson * trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal investment in incomplete markets when wealth may become negative
  2. Convex measures of risk and trading constraints (Finance and Stochastics)
  3. An example of indifference prices under exponential preferences (Finance and Stochastics)
  4. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  5. ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
  6. The Pricing of Options and Corporate Liabilities
  7. Real options with constant relative risk aversion
  8. A solution approach to valuation with unhedgeable risks (Finance and Stochastics)
  9. THE RANGE OF TRADED OPTION PRICES
  10. Pricing of arithmetic basket options by conditioning

Their papers