David Hobson
Author
Alternate names D. G. Hobson, D.G Hobson, David G. Hobson, David Hobson
Institution University of Warwick
Past institutions University of Warwick, University of Ottawa, Uppsala University, University of Bath, Imperial College London +3 more
ORCID: Yes
H-index: 32
I10-index: 61
Works count: 177
Citations count: 14,620
Lecture Notes in Mathematics
2007 · Stéphane Crépey, Olivier Guéant, et al. · HAL (Le Centre pour la Communication Scientifique Directe)
Robust hedging of the lookback option
1998 · David Hobson · Finance and Stochastics
Complete Models with Stochastic Volatility
1998 · David Hobson, L. C. G. Rogers · Mathematical Finance