Stewart D. Hodges

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu pricing approach Review of Derivatives Research	2013-10-30	Paper
The dynamics of the S\&P 500 implied volatility surface Review of Derivatives Research	2013-10-30	Paper
Parametric modeling of implied smile functions: a generalized SVI model Review of Derivatives Research	2013-08-07	Paper
A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA International Journal of Theoretical and Applied Finance	2005-03-18	Paper
scientific article; zbMATH DE number 1724294 (Why is no real title available?)	2003-04-28	Paper
scientific article; zbMATH DE number 1222787 (Why is no real title available?)	1998-11-11	Paper
Optimal delta-hedging under transactions costs Journal of Economic Dynamics and Control	1998-07-22	Paper
Dynamic asset allocation: insights from theory Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences	1995-05-14	Paper

Research outcomes over time

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