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Options, Short Sales, and Market Completeness
Figlewski, Stephen; Webb, Gwendolyn P. - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 761-778
Persistent link: https://www.econbiz.de/10006603685
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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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Market Risk and Model Risk for a Financial Institution Writing Options
Green, T.Clifton; Figlewski, Stephen - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1465-1500
Persistent link: https://www.econbiz.de/10007375435
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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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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
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The adaptive mesh model: a new approach to efficient option pricinge
Figlewski, Stephen; Gao, Bin - In: Journal of financial economics 53 (1999) 3, pp. 313-352
Persistent link: https://www.econbiz.de/10006519013
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BOOK REVIEW: Derivatives: Principles and Practice
Figlewski, Stephen - In: The journal of derivatives : the official publication … 17 (2010) 4, pp. 79-79
Persistent link: https://www.econbiz.de/10008428794
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Centralized Clearing for Credit Derivatives
Acharya, Viralv; Engle, Robert; Figlewski, Stephen; … - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 168-170
Persistent link: https://www.econbiz.de/10008225702
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VIEWING THE FINANCIAL CRISIS FROM 20,000 FEET UP
Figlewski, Stephen - In: The journal of derivatives : the official publication … 16 (2009) 3, pp. 53
Persistent link: https://www.econbiz.de/10008230594