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Number of items: 10.
Engineering and Physical Sciences Research Council (EPSRC)
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. doi:10.1111/j.1467-9965.2008.00347.x ISSN 0960-1627.
Cox, A. M. G., Hobson, David (David G.) and Obลรณj, 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. doi:10.1214/07-AAP507 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. doi:10.1214/07-AAP511 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. doi:10.1080/14697680701400986 ISSN 1469-7688.
National Science Foundation (U.S.) (NSF)
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. doi:10.1111/j.1467-9965.2008.00347.x ISSN 0960-1627.
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. doi:10.1080/14697680701400986 ISSN 1469-7688.
Nuffield Foundation (NF)
Cox, A. M. G., Hobson, David (David G.) and Obลรณj, 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. doi:10.1214/07-AAP507 ISSN 1050-5164.
Oxford-Man Institute of Quantitative Finance
Cox, A. M. G., Hobson, David (David G.) and Obลรณj, Jan (2011) Time-homogeneous diffusions with a given marginal at a random time. ESAIM: Probability and Statistics, Vol.15 . S11-S24. doi:10.1051/ps/2010021 ISSN 1292-8100.
Sixth Framework Programme (European Commission) (FP6)
Cox, A. M. G., Hobson, David (David G.) and Obลรณj, Jan (2011) Time-homogeneous diffusions with a given marginal at a random time. ESAIM: Probability and Statistics, Vol.15 . S11-S24. doi:10.1051/ps/2010021 ISSN 1292-8100.
Cox, A. M. G., Hobson, David (David G.) and Obลรณj, 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. doi:10.1214/07-AAP507 ISSN 1050-5164.
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