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Stewart D. Hodges

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Person:2393160
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Contents

  • 1 Available identifiers
  • 2 List of research outcomes
  • 3 Research outcomes over time
  • 4 Doctoral students
  • 5 Known relations from the MaRDI Knowledge Graph

Available identifiers

zbMath Open hodges.stewart-dMaRDI QIDQ2393160

List of research outcomes

PublicationDate of PublicationType
Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu pricing approach2013-10-30Paper
The dynamics of the S\&P 500 implied volatility surface2013-10-30Paper
Parametric modeling of implied smile functions: a generalized SVI model2013-08-07Paper
A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA2005-03-18Paper
https://portal.mardi4nfdi.de/entity/Q27823542003-04-28Paper
https://portal.mardi4nfdi.de/entity/Q42183701998-11-11Paper
Optimal delta-hedging under transactions costs1998-07-22Paper
Dynamic asset allocation: insights from theory1995-05-14Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


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This page was last edited on 11 December 2023, at 16:30.
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