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Monte Carlo Valuation of Interest Rate Derivatives Under Stochastic Volatility
Clewlow, Les; Strickland, Chris - In: The journal of fixed income 7 (1997) 3, pp. 35-46
Persistent link: https://www.econbiz.de/10007362628
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Computing the Fong and Vasicek Pure Discount Bond Price Formula
Selby, Michael J.P.; Strickland, Chris - In: The journal of fixed income 5 (1995) 2, pp. 78-85
Persistent link: https://www.econbiz.de/10007331241
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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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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
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ON THE SIMULATION OF CONTINGENT CLAIMS
Clewlow, Les; Carverhill, Andrew - In: The journal of derivatives : the official publication … 2 (1994) 2, pp. 66-74
Persistent link: https://www.econbiz.de/10006002331