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Review of derivatives research
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The Dynamics of the S&P 500 Implied Volatility Surface
Skiadopoulos, George
;
Hodges, Stewart
;
Clewlow, Les
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10005962192
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2
Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach
Nunes, Jo~ao Pedro Vidal
;
Clewlow, Les
;
Hodges, Stewart
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 5-66
Persistent link: https://www.econbiz.de/10005962234
Saved in:
3
Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal
;
Clewlow, Les
;
Hodges, Stewart D.
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
Saved in:
4
The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001493260
Saved in:
5
Parametric modeling of implied smile functions : a generalized SVI model
Zhao, Bo
;
Hodgens, Stewart D.
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10009729922
Saved in:
6
Parametric modeling of implied smile functions: a generalized SVI model
Zhao, Bo
;
Hodges, Stewart D.
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10010095375
Saved in:
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