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A generalization of the Sharpe ratio and its applications to valuation bounds and risk measures
Hodges, Stewart D.
-
1998
Persistent link: https://www.econbiz.de/10001752066
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2
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
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3
Options : recent advances in theory and practice
Hodges, Stewart D.
(
contributor
)
Persistent link: https://www.econbiz.de/10000804448
Saved in:
4
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
Saved in:
5
An evaluation of tests of distributional forecasts
Noceti, Pablo
;
Smith, Jeremy
;
Hodges, Stewart D.
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 447-455
Persistent link: https://www.econbiz.de/10001836448
Saved in:
6
Simulating the evolution of the implied distribution
Skiadopoulos, George
;
Hodges, Stewart D.
- In:
European financial management : the journal of the …
7
(
2001
)
4
,
pp. 497-521
Persistent link: https://www.econbiz.de/10001627611
Saved in:
7
Rational bounds and the robust risk management of derivatives
Neuberger, Anthony
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700558
Saved in:
8
Lease valuation when taxable earnings are a scarce resource
Franks, Julian R.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
4
,
pp. 987-1005
Persistent link: https://www.econbiz.de/10001055597
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9
Optimal delta-hedging under transactions costs
Clewlow, Les
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1353-1376
Persistent link: https://www.econbiz.de/10001222045
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10
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
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