Statistics
Publications
56
Citations
13.4K
H-Index
27
Active since
1993
David Hobson is an author at University of Bath specializing in financial economics, finance, and business.
Publications per year
1993–2022
56
56
Stéphane Crépey, Olivier Guéant, David Hobson et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 2011 · 10.2K citations
Complete Models with Stochastic Volatility
David Hobson, L. C. G. Rogers · Mathematical Finance · 1998 · 288 citations
Business, Finance, Mathematics +17
Robust hedging of the lookback option
David Hobson · Finance and Stochastics · 1998 · 284 citations
Local martingales, bubbles and option prices
Alexander M. G. Cox, David Hobson · Finance and Stochastics · 2005 · 255 citations
Engineering, Economics, Finance +14
THE RANGE OF TRADED OPTION PRICES
Mark H. Davis, David Hobson · Mathematical Finance · 2006 · 219 citations
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