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Les Clewlow · Study
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Author
Les Clewlow
7 works
· latest 2000
· 2 institutions
cluster: provisional
Works
7 shown
The Dynamics of the S&P 500 Implied Volatility Surface
Review of Derivatives Research
·
2000
·
3 authors
·
Open access
137
citations
Energy derivatives : pricing and risk management
·
2000
·
1 author
495
citations
Valuing Energy Options in a One Factor Model Fitted to Forward Prices
SSRN Electronic Journal
·
1999
·
1 author
·
preprint
·
Open access
114
citations
A Multi-Factor Model for Energy Derivatives
Research paper series
·
1999
·
1 author
47
citations
Implementing derivatives models
·
1998
·
1 author
166
citations
Optimal delta-hedging under transactions costs
Journal of Economic Dynamics and Control
·
1997
·
2 authors
92
citations
Exotic options : the state of the art
International Thomson Business Press eBooks
·
1997
·
1 author
·
book
48
citations