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No good deals : no bad models
Boyarchenko, Nina; Cerrato, Mario; Crosby, John; … - 2013
Persistent link: https://www.econbiz.de/10009722399
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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
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Options : recent advances in theory and practice
Hodges, Stewart D. (contributor)
Persistent link: https://www.econbiz.de/10000804448
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On the evaluation of compound options
Selby, Michael J. P. - In: Management science : journal of the Institute for … 33 (1987) 3, pp. 347-355
Persistent link: https://www.econbiz.de/10001025320
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Optimal replication of contingent claims under transactions costs
Hodges, Stewart D. - In: Review of futures markets 8 (1989) 2, pp. 222-239
Persistent link: https://www.econbiz.de/10001083702
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Quasi mean reversion in an efficient stock market : the characterisation of economic equilibria which support black-scholes option pricing
Hodges, Stewart D. - In: The economic journal : the journal of the Royal … 103 (1993) 417, pp. 395-405
Persistent link: https://www.econbiz.de/10001146005
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Rational bounds and the robust risk management of derivatives
Neuberger, Anthony (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700558
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The dynamics of implied volatility surfaces
Skiadopoulos, George; Hodges, Stewart D.; Clewlow, Les - In: Decision making : recent developments and worldwide …, (pp. 197-211). 2010
Persistent link: https://www.econbiz.de/10009152462
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The mathematics of derivatives securities with applications in MATLAB
Cerrato, Mario - 2012
Persistent link: https://www.econbiz.de/10009509273
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Valuing American derivatives by least squares methods
Cerrato, Mario (contributor) - 2008
Persistent link: https://www.econbiz.de/10003805904