| What does risk-neutral skewness tell us about future stock returns? PS Stilger, A Kostakis, SH Poon Management Science 63 (6), 1814-1834, 2017 | 130 | 2017 |
| A comparative study of formulas for choosing the economically most advantageous tender PS Stilger, J Siderius, EMV Raaij Journal of public procurement 17 (1), 89-125, 2017 | 43 | 2017 |
| Positive stock information in out-of-the-money option prices K Gkionis, A Kostakis, G Skiadopoulos, PS Stilger Journal of Banking & Finance 128, 106112, 2021 | 18 | 2021 |
| Empirical performance of stochastic volatility option pricing models PS Stilger, NQA Nguyen, TM Nguyen International Journal of Financial Engineering 8 (01), 2050056, 2021 | 2 | 2021 |
| Multi-level Monte Carlo simulations with importance sampling PS Stilger, SH Poon Available at SSRN 2273215, 2014 | 2 | 2014 |
| Pricing and Risk Management with Stochastic Volatility Using Importance Sampling PS Stilger, S Acomb, SH Poon Available at SSRN 2168415, 2014 | 1 | 2014 |
