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Arbitrage based pricing of stock index options
Figlewski, Stephen - 1985
Persistent link: https://www.econbiz.de/10004722166
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Forecasting volatility
Figlewski, Stephen - In: Financial markets, institutions & instruments 6 (1997) 1
Persistent link: https://www.econbiz.de/10001217426
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Hedging with stock index futures : theory and application in a new market
Figlewski, Stephen - In: The journal of futures markets 5 (1985) 2, pp. 183-199
Persistent link: https://www.econbiz.de/10001128568
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Options arbitrage in imperfect markets
Figlewski, Stephen - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1289-1311
Persistent link: https://www.econbiz.de/10001080358
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Margins and market integrity : margin setting for stock index futures and options
Figlewski, Stephen - In: The journal of futures markets 4 (1984) 3, pp. 385-416
Persistent link: https://www.econbiz.de/10001082850
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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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Estimation error in the assessment of financial risk exposure
Figlewski, Stephen - 2003
Persistent link: https://www.econbiz.de/10001779249
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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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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
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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