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Pricing discrete barrier options with an adaptive mesh model
Ahn, Dong-Hyun; Figlewski, Stephen; Gao, Bin - In: The journal of derivatives : the official publication … 6 (1999) 4, pp. 33-43
Persistent link: https://www.econbiz.de/10001432450
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Pricing Discrete Barrier Options with an Adaptive Mesh Model
Ahn, Dong-Hyun; Figlewski, Stephen; Gao, Bin - In: The journal of derivatives : the official publication … 6 (1999) 4, pp. 33-44
Persistent link: https://www.econbiz.de/10007338974
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Viewing the financial crisis from 20,000 feet up
Figlewski, Stephen - In: The journal of derivatives : the official publication … 16 (2008/09) 3, pp. 53-61
Persistent link: https://www.econbiz.de/10003852624
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Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
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Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert - In: The journal of derivatives : the official publication … 1 (1993) 2, pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
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Remembering Peter Christoffersen (1967-2018)
Chang, Bo Young; Jacobs, Kris; Ornthanalai, Chayawat; … - In: The journal of derivatives : the official publication … 26 (2018) 1, pp. 109-111
Persistent link: https://www.econbiz.de/10011968677
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Volatility leadership among index options
Figlewski, Stephen; Frommherz, Anja - In: The journal of derivatives : the official publication … 25 (2017) 2, pp. 43-60
Persistent link: https://www.econbiz.de/10011941221
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STREAMLINING MONTE CARLO SIMULATION WITH THE QUASI-ANALYTIC METHOD: ANALYSIS OF A PATH-DEPENDENT OPTION STRATEGY
Chidambaran, N.K.; Figlewski, Stephen - In: The journal of derivatives : the official publication … 3 (1995) 2, pp. 29-52
Persistent link: https://www.econbiz.de/10007336478
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Assessing the Incremental Value of Option Pricing Theory Relative to an Informationally Passive Benchmark
Figlewski, Stephen - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 80
Persistent link: https://www.econbiz.de/10005940817
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FLOOR TRADING WITH HAND-HELD COMPUTERS
Figlewski, Stephen - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 87
Persistent link: https://www.econbiz.de/10006002352