Stewart D. Hodges

Available identifiers

zbMath Open hodges.stewart-dMaRDI QIDQ2393160

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Stewart D. Hodges