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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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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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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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(1990). - X, 181 S. - Enth. 11 Beitr.
Hodges, Stewart D. (ed.) - 1990
Persistent link: https://www.econbiz.de/10000804449
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(1992). - XIII, 313 S. - Enth. 16 Beitr.
Hodges, Stewart D. (ed.)
Persistent link: https://www.econbiz.de/10000804450
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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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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
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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