Henderson, Vicky and Hobson, David (David G.). (2013) Risk aversion, indivisible timing options and gambling. Operations Research, Volume 61 (Number 1). p. 126. ISSN 0030-364X

Hobson, David and Klimmek, Martin. (2012) Model-independent hedging strategies for variance swaps. Finance and Stochastics, Vol.16 (No.4). pp. 611-649. ISSN 0949-2984

Hobson, David (David G.) and Neuberger, Anthony. (2012) Robust bounds for forward start options. Mathematical Finance, Vol.22 (No.1). pp. 31-56. ISSN 0960-1627

Ekström, Erik, Hobson, David (David G.), Janson, Svante and Tysk, Johan (2011) Can time-homogeneous diffusions produce any distribution? Probability Theory and Related Fields . ISSN 0178-8051

Hobson, David (David G.) and Klimmek, Martin. (2011) Constructing time-homogeneous generalized diffusions consistent with optimal stopping values. Stochastics An International Journal of Probability and Stochastic Processes, Vol.83 (No.4-6). pp. 477-503. ISSN 1744-2508

Ekström, Erik and Hobson, David (David G.). (2011) Recovering a time-homogeneous stock price process from perpetual option prices. The Annals of Applied Probability, Vol.21 (No.3). pp. 1102-1135. ISSN 1050-5164

Hobson, David (David G.) (2011) The Skorokhod embedding problem and model-independent bounds for option prices. In: Cousin , Areski, (ed.) Paris-Princeton Lectures on Mathematical Finance 2010. Lecture Notes in Mathematics, Vol.2003 . London ; New York: Springer, pp. 267-318. ISBN 9783642146596

Cox, A. M. G., Hobson, David (David G.) and Obłój, Jan. (2011) Time-homogeneous diffusions with a given marginal at a random time. ESAIM: Probability and Statistics, Vol.15 . S11-S24. ISSN 1292-8100

Hobson, David (David G.). (2010) Comparison results for stochastic volatility models via coupling. Finance and Stochastics, Vol.14 (No.1). pp. 129-152. ISSN 0949-2984

Henderson, Vicky and Hobson, David (David G.). (2010) Optimal liquidation of derivative portfolios. Mathematical Finance, Volume 21 (Number 3). pp. 365-382. ISSN 0960-1627

Henderson, Vicky and Hobson, David (David G.) (2009) Utility indifference pricing : an overview. In: Carmona, R. (Rene), (ed.) Indifference Pricing : Theory and Applications. Princeton : Princeton University Press, pp. 44-74. ISBN 9781400833115

Evans, J. (Jonathan), Henderson, Vicky and Hobson, David (David G.). (2008) Optimal timing for an indivisible asset sale. Mathematical Finance, Vol.18 (No.4, Sp. Iss. SI). pp. 545-567. ISSN 0960-1627

Cox, A. M. G., Hobson, David (David G.) and Obłój, Jan. (2008) Pathwise inequalities for local time : applications to skorokhod embeddings and optimal stopping. Annals of Applied Probability, Vol.18 (No.5). pp. 1870-1896. ISSN 1050-5164

Henderson, Vicky and Hobson, David (David G.). (2008) An explicit solution for an optimal stopping/optimal control problem which models an asset sale. Annals of Applied Probability, Vol.18 (No.5). pp. 1681-1705. ISSN 1050-5164

Henderson, Vicky and Hobson, David (David G.). (2008) Perpetual American options in incomplete markets : the infinitely divisible case. Quantitive Finance, Vol.8 (No.5). pp. 461-469. ISSN 1469-7688

Henderson, Vicky and Hobson, David (David G.) (2007) Horizon-unbiased utility functions. In: 3rd Cornell, Columbia, Carnegie-Mellon, Princeton Conference on Mathematical Finance (CCCP), New York, NY, APR 28-29, 2006. Published in: Stochastic Processes and their Applications, Vol.117 (No.11). pp. 1621-1641.