The following pages link to Stewart D. Hodges (Q2393160):
Displaying 9 items.
- (Q375468) (redirect page) (← links)
- Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu pricing approach (Q375469) (← links)
- The dynamics of the S\&P 500 implied volatility surface (Q375491) (← links)
- Optimal delta-hedging under transactions costs (Q1391437) (← links)
- Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
- (Q2782354) (← links)
- (Q4218370) (← links)
- A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA (Q4658676) (← links)
- Dynamic asset allocation: insights from theory (Q4698076) (← links)
