Concepedia

Les Clewlow

LC

9

Publications

494

Citations

9

H-Index

1990

Active since

Affiliations

University of Warwick(Current)

Community Options (United States)

University of Technology Sydney

Les Clewlow is an author at University of Warwick specializing in business, engineering, and asset pricing.

Top concepts

BusinessEngineeringFinanceAsset PricingOption PricingFinancial EngineeringEconomicsEnergy PolicyEnergy ModelingFinancial Economics

Publications per year

1990–2000

9

Publications

9

The Dynamics of the S&P 500 Implied Volatility Surface

George Skiadopoulos, Stewart D. Hodges, Les Clewlow · Review of Derivatives Research · 2000 · 135 citations

Valuing Energy Options in a One Factor Model Fitted to Forward Prices

Les Clewlow, Chris Strickland · SSRN Electronic Journal · 1999 · 107 citations · Full text

Optimal delta-hedging under transactions costs

Les Clewlow, Stewart D. Hodges · Journal of Economic Dynamics and Control · 1997 · 96 citations

Mathematical Programming, Transactions Costs, Computational Finance +10

A Multi-Factor Model for Energy Derivatives

Les Clewlow, Chris Strickland · Research paper series · 1999 · 40 citations

Numerical Analysis, Energy Modeling, Asset Pricing +15

Mathematical Model of Plasmid Transfer between Strains of Streptomycetes in Soil Microcosms

Les Clewlow, N. Cresswell, Elizabeth M. H. Wellington · Applied and Environmental Microbiology · 1990 · 33 citations · Full text

Biology, Mass Action Model, Engineering +14

Rows per page

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