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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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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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Derivatives valuation based on arbitrage : the trade is crucial
Figlewski, Stephen - In: The journal of futures markets 37 (2017) 4, pp. 316-327
Persistent link: https://www.econbiz.de/10011950673
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Estimation of the optimal futures hedge
Cecchetti, Stephen G.; Cumby, Robert; Figlewski, Stephen - 1986
Persistent link: https://www.econbiz.de/10000731985
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Derivatives risks, old and new
Figlewski, Stephen - 1998
Persistent link: https://www.econbiz.de/10000981146
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Program trading and stock index arbitrage
Canina, Linda - In: Finance, (pp. 315-339). 1995
Persistent link: https://www.econbiz.de/10001318009
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The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen; Gao, Bin - In: Journal of financial economics 53 (1999) 3, pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
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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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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
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Estimation of the opitmal futures hedge
Cecchetti, Stephen G. - In: The review of economics and statistics 70 (1988) 4, pp. 623-630
Persistent link: https://www.econbiz.de/10001059000