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No Good Deals — No Bad Models...
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Cerrato, Mario
9
Hodges, Stewart
8
Hodges, Stewart D.
4
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4
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3
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3
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2
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2
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2
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1
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1
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Carverhill, A.
1
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1
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1
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1
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1
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Journal of banking & finance
3
Review of derivatives research
3
Risk : managing risk in the world's financial markets
3
European financial management : the journal of the European Financial Management Association
2
The Manchester School
2
Applied financial economics
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
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1
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1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of international economics
1
Review of quantitative finance and accounting
1
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1
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Quasi Mean Reversion in an Efficient Stock Market: The Characterisation of Economic Equilibria which Support Black-Scholes Option Pricing
Hodges, S.
;
Carverhill, A.
- In:
The economic journal : the journal of the Royal …
103
(
1993
)
417
,
pp. 395-405
Persistent link: https://www.econbiz.de/10007576150
Saved in:
2
An evaluation of tests of distributional forecasts
Noceti, Pablo
;
Smith, Jeremy
;
Hodges, Stewart
- In:
Journal of forecasting
22
(
2003
)
6
,
pp. 447-456
Persistent link: https://www.econbiz.de/10006885098
Saved in:
3
How Large are the Benefits from Using Options?
Neuberger, Anthony
;
Hodges, Stewart
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 201-220
Persistent link: https://www.econbiz.de/10006695601
Saved in:
4
Simulating the Evolution of the Implied Distribution
Skiadopoulos, George
;
Hodges, Stewart
- In:
European financial management : the journal of the …
7
(
2001
)
4
,
pp. 497-522
Persistent link: https://www.econbiz.de/10005945801
Saved in:
5
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
Saved in:
6
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:
7
Volatility Cones and Their Sampling Properties
Hodges, Stewart
;
Tompkins, Robert
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10005940821
Saved in:
8
Fixed Odds Bookmaking with Stochastic Betting Demands
Hodges, Stewart
;
Lin, Hao
;
Liu, Lan
- In:
European financial management : the journal of the …
19
(
2013
)
2
,
pp. 399-417
Persistent link: https://www.econbiz.de/10010089167
Saved in:
9
TERM STRUCTURE SLOPE RISK: Convexity Revisited
Hodges, Stewart
;
Parekh, Naru
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 54-59
Persistent link: https://www.econbiz.de/10007609689
Saved in:
10
A contango-constrained model for storable commodity prices
Ribeiro, Diana R.
;
Hodges, Stewart D.
- In:
The journal of futures markets
25
(
2005
)
11
,
pp. 1025-1044
Persistent link: https://www.econbiz.de/10006811585
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