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USA
Theorie
26
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17
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16
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16
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15
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14
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English
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Figlewski, Stephen
17
Cumby, Robert
2
Hasbrouck, Joel
2
Freund, Steven
1
Green, Tracy Clifton
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John, Kose
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Salomon Brothers Center for the Study of Financial Institutions
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Salomon Brothers Center for the Study of Financial Institutions <New York, NY>
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The journal of finance : the journal of the American Finance Association
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Brookings-Wharton papers on financial services
1
Financial markets, institutions & instruments
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Japan and the world economy : international journal of theory and policy
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ECONIS (ZBW)
16
USB Cologne (EcoSocSci)
1
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Future tradings and volatility in the GNMA market
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
36
(
1981
)
2
,
pp. 445-456
Persistent link: https://www.econbiz.de/10003547744
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2
Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
-
2002
Persistent link: https://www.econbiz.de/10001701082
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3
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
Saved in:
4
Derivates risks, old and new
Figlewski, Stephen
- In:
Brookings-Wharton papers on financial services
1
(
1998
),
pp. 159-217
Persistent link: https://www.econbiz.de/10001744321
Saved in:
5
Forecasting volatility
Figlewski, Stephen
- In:
Financial markets, institutions & instruments
6
(
1997
)
1
Persistent link: https://www.econbiz.de/10001217426
Saved in:
6
An American call is worth more than a European call : the value of American exercise when the market is not perfectly liquid
Figlewski, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1023-1057
Persistent link: https://www.econbiz.de/10013187327
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7
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
Saved in:
8
The pricing of convexity risk and time decay in options markets
Figlewski, Stephen
- In:
Journal of banking & finance
18
(
1994
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
Saved in:
9
International asset allocation with time varying risk : an analysis and implementation
Cumby, Robert
- In:
Japan and the world economy : international journal of …
6
(
1994
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001159952
Saved in:
10
Options, short sales, and market completeness
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 761-777
Persistent link: https://www.econbiz.de/10001152169
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