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What Goes into Risk Neutral Vo...
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Figlewski, Stephen
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The journal of derivatives : the official publication of the International Association of Financial Engineers
12
The journal of finance : the journal of the American Finance Association
9
Journal of Finance
8
NYU Working Paper
8
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Option pricing : theory and applications
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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USB Cologne (EcoSocSci)
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1
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
Saved in:
2
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
Saved in:
3
Hedging performance and basis risk in stock index futures
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
39
(
1984
)
3
,
pp. 657-669
Persistent link: https://www.econbiz.de/10002165469
Saved in:
4
Information diversity and market behavior
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
37
(
1982
)
1
,
pp. 87-102
Persistent link: https://www.econbiz.de/10002165471
Saved in:
5
The informational effects of restrictions on short sales : some empirical evidence
Figlewski, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
16
(
1981
)
4
,
pp. 463-476
Persistent link: https://www.econbiz.de/10002146824
Saved in:
6
Market "efficiency" in a market with heterogeneous information
Figlewski, Stephen
- In:
Journal of political economy
86
(
1978
)
4
,
pp. 581-597
Persistent link: https://www.econbiz.de/10002146834
Saved in:
7
Optimal price forecasting using survey data
Figlewski, Stephen
- In:
The review of economics and statistics
65
(
1983
)
1
,
pp. 13-21
Persistent link: https://www.econbiz.de/10002146846
Saved in:
8
Subjective information and market efficiency in a betting market
Figlewski, Stephen
- In:
Journal of political economy
87
(
1979
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10002146867
Saved in:
9
Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
-
2002
Persistent link: https://www.econbiz.de/10001701082
Saved in:
10
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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