The following pages link to Les Clewlow (Q375467):
Displayed 6 items.
- 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)
- A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models (Q1887921) (← links)
- THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING (Q2797875) (← links)
- The Evaluation of Gas Swing Contracts with Regime Switching (Q2920957) (← links)