David Hobson
- Finance top 0.5%
- Stochastic processes and financial applications 61
- Financial Risk and Volatility Modeling 19
- Capital Investment and Risk Analysis 19
- Financial Markets and Investment Strategies 14
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- Auction Theory and Applications 9
- Economics and Econometrics top 1%
- Economic theories and models 35
- Mathematical Physics top 5%
- Stochastic processes and statistical mechanics 11
- Demography top 2%
- Insurance, Mortality, Demography, Risk Management 5
- Co-authors
- Vicky HendersonL. C. G. RogersAlexander M. G. CoxMark H. DavisPeter LaurenceTai‐Ho WangAnthony NeubergerWendelin Werner
- Journals
- Finance and Stochastics (10 papers)Mathematical Finance (9 papers)The Annals of Applied Probability (4 papers)
- Partner nations
- United KingdomUnited StatesFrance
In The Last Decade
David Hobson
79 papers receiving 1.8k citations
Peers
Comparison fields: 5 of 74
- Finance 1.7k
- Management Science and Operations Research 439
- Economics and Econometrics 729
- Mathematical Physics 214
- Demography 238
Countries citing papers authored by David Hobson
This map shows the geographic impact of David Hobson's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David Hobson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Hobson more than expected).
Fields of papers citing papers by David Hobson
This network shows the impact of papers produced by David Hobson. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David Hobson. The network helps show where David Hobson may publish in the future.
Co-authorship network
The 25 scholars most cited alongside David Hobson, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2024 | 2 | |
| 2 | 2024 | 0 | |
| 3 | 2022 | 4 | |
| 4 | 2018 | 16 | |
| 5 | 2017 | 1 | |
| 6 | 2014 | 5 | |
| 7 | 2010 | 68 | |
| 8 | Maximising functionals of the joint law of the maximum and terminal value in the Skorokhod embedding problem | 2010 | 5 |
| 9 | Bounds for In-Progress Floating-Strike Asian Options Using Symmetry | 2008 | 0 |
| 10 | 2008 | 5 | |
| 11 | 2007 | 51 | |
| 12 | THE RANGE OF TRADED OPTION PRICES | 2006 | 10 |
| 13 | 2004 | 18 | |
| 14 | 2004 | 11 | |
| 15 | 2003 | 6 | |
| 16 | 2003 | 25 | |
| 17 | Local Time, Coupling And The Passport Option | 1999 | 1 |
| 18 | Robust Hedging of the Lookback Option | 1998 | 10 |
| 19 | 1998 | 175 | |
| 20 | Asymptotics for an arcsin type result | 1994 | 5 |
About David Hobson
David Hobson is a scholar working on Finance, Mathematical Physics, Economics and Econometrics, Management Science and Operations Research and Statistics and Probability, having authored 82 papers that have together received 1.9k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (61 papers), Economic theories and models (35 papers), Financial Risk and Volatility Modeling (19 papers), Capital Investment and Risk Analysis (19 papers), Financial Markets and Investment Strategies (14 papers), Stochastic processes and statistical mechanics (11 papers), Auction Theory and Applications (9 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). The work is most often cited by research in Finance (1.7k citations), Management Science and Operations Research (439 citations), Economics and Econometrics (729 citations), Mathematical Physics (214 citations) and Demography (238 citations). David Hobson has collaborated with scholars based in United Kingdom, United States and France. Frequent co-authors include Vicky Henderson, L. C. G. Rogers, Alexander M. G. Cox, Mark H. Davis, Peter Laurence, Tai‐Ho Wang, Anthony Neuberger, Wendelin Werner, Jesper Lund Pedersen and Areski Cousin. Their work appears in journals such as Finance and Stochastics, Mathematical Finance, The Annals of Applied Probability, International Journal of Theoretical and Applied Finance and Probability Theory and Related Fields.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.