Les Clewlow

Available identifiers

zbMath Open clewlow.lesMaRDI QIDQ375467

List of research outcomes

Publication	Date of Publication	Type
The evaluation of multiple year gas sales agreement with regime switching	2016-04-01	Paper
The Evaluation of Gas Swing Contracts with Regime Switching	2014-09-29	Paper
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
A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models	2004-11-22	Paper
Optimal delta-hedging under transactions costs	1998-07-22	Paper

Research outcomes over time

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