THE LEFT-CURTAIN MARTINGALE COUPLING IN THE PRESENCE OF ATOMS von Hobson, David G., Norgilas, Dominykas

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Tunable conductivity in mesoporous germanium von Beattie, Meghan N, Bioud, Youcef A, Hobson, David G, Boucherif, Abderraouf, Valdivia, Christopher E, Drouin, Dominique, Arès, Richard, Hinzer, Karin

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THE RANGE OF TRADED OPTION PRICES von Davis, Mark H. A., Hobson, David G.

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Local martingales, bubbles and option prices von Cox, Alexander M. G., Hobson, David G.

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ROBUST BOUNDS FOR FORWARD START OPTIONS von Hobson, David, Neuberger, Anthony

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Real options with constant relative risk aversion von Henderson, Vicky, Hobson, David G.

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Robust price bounds for the forward starting straddle von Hobson, David, Klimmek, Martin

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Robust bounds for the American put von Hobson, David, Norgilas, Dominykas

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The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations von Herdegen, Martin, Hobson, David, Jerome, Joseph

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Robust Hedging of Barrier Options von Brown, Haydyn, Hobson, David, Rogers, L. C. G.

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Volatility Misspecification, Option Pricing and Superreplication via Coupling von Hobson, David G.

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Complete Models with Stochastic Volatility von Hobson, David G., Rogers, L. C. G.

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Model uncertainty and the pricing of American options von Hobson, David, Neuberger, Anthony

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Fake exponential Brownian motion von Hobson, David G.

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Model-independent hedging strategies for variance swaps von Hobson, David, Klimmek, Martin

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A multi-asset investment and consumption problem with transaction costs von Hobson, David, Tse, Alex S. L., Zhu, Yeqi

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The Minimum Maximum of a Continuous Martingale with Given Initial and Terminal Laws von Hobson, David G., Pedersen, J. L.

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Gambling in contests modelled with diffusions von Feng, Han, Hobson, David

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OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS von Henderson, Vicky, Hobson, David

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STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE q-OPTIMAL MEASURE von Hobson, David

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