Przemyslaw S. Stilger

What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?

Alexandros Kostakis, Ser-Huang Poon, Przemyslaw S. Stilger, 2015, Manag. Sci..

A Comparative Study of Formulas for Choosing the Economically Most Advantageous Tender

Przemyslaw S. Stilger, E. Raaij, Jan Siderius, 2017 .

A Comparative Study of Formulas for Choosing the Economically Most Advantageous Tender

Przemyslaw S. Stilger, E. V. van Raaij, Jan Siderius, 2015 .

Pricing and Risk Management with Stochastic Volatility Using Importance Sampling

Przemyslaw S. Stilger, S. Poon, Simon Acomb, 2012 .

Numerical and Empirical Studies of Option Pricing

Przemyslaw S. Stilger, 2014 .

Empirical performance of stochastic volatility option pricing models

Przemyslaw S. Stilger, Tristan Nguyen, N. Nguyễn, 2021 .

Positive Stock Information in Out-of-the-Money Option Prices

Przemyslaw S. Stilger, Konstantinos Gkionis, Alexandros Kostakis, 2018, Journal of Banking & Finance.

Risk-Neutral Skewness and Stock Outperformance

Przemyslaw S. Stilger, Konstantinos Gkionis, Alexandros Kostakis, 2017 .