Person:2393160: Difference between revisions

Latest revision as of 16:30, 11 December 2023

Publication	Date of Publication	Type
Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu pricing approach	2013-10-30	Paper
The dynamics of the S\&P 500 implied volatility surface	2013-10-30	Paper
Parametric modeling of implied smile functions: a generalized SVI model	2013-08-07	Paper
A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA	2005-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q2782354	2003-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q4218370	1998-11-11	Paper
Optimal delta-hedging under transactions costs	1998-07-22	Paper
Dynamic asset allocation: insights from theory	1995-05-14	Paper

No records found.

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Stewart D. Hodges

Revision as of 18:32, 6 October 2023 view source Import231006081045 (talk \| contribs) Bots 963,540 edits Created automatically from import231006081045	Latest revision as of 16:30, 11 December 2023 view source AuthorDisambiguator (talk \| contribs) Bots, Administrators 1,238,488 edits m AuthorDisambiguator moved page Stewart D. Hodges to Stewart D. Hodges: Duplicate
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