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Les Clewlow has 7 books on Goodreads with 109 ratings. Les Clewlow's most popular book is Implementing Derivative Models.
This paper analyzes the volatility structure of commodity futures markets by using a continuous time forward price model with stochastic volatility.
Co-Founder and CTO at Lacima Group, PhD Computer Science from University of Warwick, BSc Honours 1st Class Astrophysics from University of Birmingham.
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Warwick Business School (Oil & Energy industry): Researcher, (1987-1997)