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Results: 5

Authors: Feng, Han Hobson, David
Citation: Feng, Han et Hobson, David, Gambling in contests with random initial law, Annals of applied probability , 26(1), 2016, pp. 186-215

Authors: Henderson, Vicky Hobson, David
Citation: Henderson, Vicky et Hobson, David, An explicit solution for an optimal stopping/optimal control problem which models an asset sale, Annals of applied probability , 18(5), 2008, pp. 1681-1705

Authors: Cox, A. M. G. Hobson, David Ob.ój, Jan
Citation: G. Cox, A. M. et al., Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping, Annals of applied probability , 18(5), 2008, pp. 1870-1896

Authors: Hobson, David Klimmek, Martin
Citation: Hobson, David et Klimmek, Martin, Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps, Annals of applied probability , 23(5), 2013, pp. 2020-2052

Authors: Hobson, David
Citation: Hobson, David, Mimicking martingales, Annals of applied probability , 26(4), 2016, pp. 2273-2303
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