Stewart D. Hodges

From MaRDI portal
Person:2393160

Available identifiers

zbMath Open hodges.stewart-dMaRDI QIDQ2393160

List of research outcomes





PublicationDate of PublicationType
Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu pricing approach2013-10-30Paper
The dynamics of the S\&P 500 implied volatility surface2013-10-30Paper
Parametric modeling of implied smile functions: a generalized SVI model2013-08-07Paper
A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA2005-03-18Paper
https://portal.mardi4nfdi.de/entity/Q27823542003-04-28Paper
https://portal.mardi4nfdi.de/entity/Q42183701998-11-11Paper
Optimal delta-hedging under transactions costs1998-07-22Paper
Dynamic asset allocation: insights from theory1995-05-14Paper

Research outcomes over time

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