Authors: HOBSON DG

Citation: Dg. Hobson, VOLATILITY MISSPECIFICATION, OPTION PRICING AND SUPERREPLICATION VIA COUPLING, The Annals of applied probability, 8(1), 1998, pp. 193-205

Authors: HOBSON DG ROGERS LCG

Citation: Dg. Hobson et Lcg. Rogers, COMPLETE MODELS WITH STOCHASTIC VOLATILITY, Mathematical finance, 8(1), 1998, pp. 27-48

Authors: HOBSON DG WERNER W

Citation: Dg. Hobson et W. Werner, NON-COLLIDING BROWNIAN MOTIONS ON THE CIRCLE, Bulletin of the London Mathematical Society, 28, 1996, pp. 643-650