Concepedia

Les Clewlow

LC

Statistics

Publications

9

Citations

494

H-Index

9

Active since

1990

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

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

, , +10

A Multi-Factor Model for Energy Derivatives

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

, , +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

, , +14

1–5 of 9