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Robust Hedging of Barrier Options

Robust Hedging of Barrier Options

by Brown, Haydyn, Hobson, David, Rogers, L. C. G.
Published in Mathematical finance (01.07.2001)

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Journal Article

The maximum maximum of a martingale constrained by an intermediate law

The maximum maximum of a martingale constrained by an intermediate law

by BROWN, Haydyn, HOBSON, David, ROGERS, L. C. G
Published in Probability theory and related fields (01.04.2001)

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Journal Article

On stochastic equations driven by mild solutions

On stochastic equations driven by mild solutions

by Brown, Haydyn
Year of Publication 1995

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Dissertation