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No Good Deals — No Bad Models...
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183
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176
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58
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53
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44
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31
(1990). - X, 181 S. - Enth. 11 Beitr.
Hodges, Stewart D.
(
ed.
)
-
1990
Persistent link: https://www.econbiz.de/10000804449
Saved in:
32
(1992). - XIII, 313 S. - Enth. 16 Beitr.
Hodges, Stewart D.
(
ed.
)
Persistent link: https://www.econbiz.de/10000804450
Saved in:
33
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
Saved in:
34
Term-structure slope risk : convexity revisited
Hodges, Stewart D.
;
Parekh, Naru
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 54-59
Persistent link: https://www.econbiz.de/10003422034
Saved in:
35
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
Saved in:
36
Fixed odds bookmaking with stochastic betting demands
Hodges, Stewart D.
;
Lin, Hao
;
Liu, Lan
- In:
European financial management : the journal of the …
19
(
2013
)
2
,
pp. 399-417
Persistent link: https://www.econbiz.de/10009732072
Saved in:
37
The dynamics of the volatility skew : a Kalman filter approach
Bedendo, Mascia
;
Hodges, Stewart D.
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1156-1165
Persistent link: https://www.econbiz.de/10003842010
Saved in:
38
Valuation of financial lease contracts : a note
Franks, Julian R.
;
Hodges, Stewart D.
- In:
The journal of finance : the journal of the American …
33
(
1978
)
2
,
pp. 657-669
Persistent link: https://www.econbiz.de/10002200721
Saved in:
39
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/10003222719
Saved in:
40
A parsimonious continous time model of equity index returns : (inferred from high frequency data)
Bedendo, Mascia
;
Hodges, Stewart D.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 997-1030
Persistent link: https://www.econbiz.de/10002476563
Saved in:
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