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    Article

    Investing in commodities: Popular beliefs and misconceptions

    Over the last decade institutional and individual investors have increased their allocated share of wealth to commodities immensely. In this short article, we discuss some common beliefs and point out the misc...

    George Skiadopoulos in Journal of Asset Management (2012)

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    The Simulation of the Implied Distribution and Other Smile Consistent Stochastic Volatility Models: An Overview

    This review paper focuses on the smile-consistent stochastic volatility models. Smile-consistent stochastic volatility models take the European options’ market prices as given, and they try to explain the stoc...

    George Skiadopoulos in Financial Engineering, E-commerce and Supply Chain (2002)

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    Article

    The Dynamics of the S&P 500 Implied Volatility Surface

    This empirical study is motivated by the literature on “smile-consistent” arbitrage pricing with stochastic volatility. We investigate the number and shape of shocks that move implied volatility smiles and sur...

    George Skiadopoulos, Stewart Hodges, Les Clewlow in Review of Derivatives Research (2000)