Stewart Hodges

City University London

SCHOLARLY PAPERS

2

DOWNLOADS

3

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX

Financial Review, Vol. 54, Issue 1, pp. 165-199, 2019
Number of pages: 35 Posted: 08 Jan 2019
Bo Zhao, Cheng Yan and Stewart Hodges
Fucius Capital Hedge Fund, University of Essex - Essex Business School and City University London
Downloads 2 (670,839)
  • Add to Cart

Abstract:

Loading...

volatility derivative, American option, mean‐reverting process, implied volatility

2.

Fixed Odds Bookmaking with Stochastic Betting Demands

European Financial Management, Vol. 19, Issue 2, pp. 399-417, 2013
Number of pages: 19 Posted: 08 Mar 2013
Stewart Hodges, Hao Lin and Lan Liu
City University London, California State University, Sacramento and California State University, East Bay
Downloads 1 (682,816)
Citation 1
  • Add to Cart

Abstract:

Loading...

horse betting, bookmaking, state‐contingent claims