1992
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Paper Details |
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| 92-35 | Les Clewlow and Xinzhong Xu A Review of Option Pricing with Stochastic Volatilityl |
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| 92-34 | Les Clewlow, Stewart Hodges, Michael Selby, Chris Strickland and Xinzhong Xu Recent Developments in Derivative Securities In Financial Markets Institutions and Instruments 1, No 5, 1992 |
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| 92-33 | Xinzhong Xu and Stephen Taylor Conditional Volatility and the Informational Efficiency of the PHLX Currency Options Market Journal of Banking & Finance Volume 19, Issue 5, August 1995, 803–821. |
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| 92-32 | Xinzhong Xu and Stephen Taylor The Term Structure of Volatility Implied by Foreign Exchange Options Journal of Financial and Quantitative Analysis |
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| 92-31 | Stewart Hodges and Andrew Carverhill The Characterization of Economic Equilibria Which Support Black-Scholes Option Pricing In Economic Journal, March 1993 |
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| 92-30 | Les Clewlow and Andrew Carverhill Efficient Monte Carlo Valuation and Hedging of Contingent Claims |
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| 92-29 | Stewart Hodges Current Research on Derivative Products In The Treasurer, November 1991, 6-9 |
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| 92-20 | Nick Webber The Term Structure of Spot Rate Volatility and the Behaviour of Interest Rate Processes |
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| 92-19 | Stewart Hodges Do Derivative Instruments Increase Market Volatility? In Options: Recent Advances in Theory and Practice, Volume 2 (Ed: S D Hodges), Manchester University Press, 1992, 194-214 |
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Books
Hodges S D (Ed), Options: Recent Advances in Theory and Practice Volume 2, Manchester University Press, 199