Przemyslaw Stan Stilger

University of Manchester - Manchester Business School

Booth Street West

Manchester, M15 6PB

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 38,285

SSRN RANKINGS

Top 38,285

in Total Papers Downloads

1,543

SSRN CITATIONS
Rank 48,102

SSRN RANKINGS

Top 48,102

in Total Papers Citations

10

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

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

Number of pages: 51 Posted: 06 Jul 2015
Przemyslaw Stan Stilger, Jan Siderius and Erik M. van Raaij
University of Manchester - Manchester Business School, Negometrix and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 460 (78,050)

Abstract:

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Tendering, Bid evaluation formulas, Bid selection

2.

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

Number of pages: 74 Posted: 28 Mar 2014 Last Revised: 03 Nov 2016
Przemyslaw Stan Stilger, Alexandros Kostakis and Ser-Huang Poon
University of Manchester - Manchester Business School, University of Liverpool Management School and Alliance Manchester Business School, University of Manchester
Downloads 370 (100,567)
Citation 13

Abstract:

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Option-Implied Information, Risk-Neutral Skewness, Hedging Pressure, Overvaluation, Short Selling Constraints.

3.

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

Number of pages: 78 Posted: 06 Jun 2017 Last Revised: 06 Mar 2021
UBS, University of Liverpool Management School, Queen Mary, University of London, School of Economics and Finance and University of Manchester - Manchester Business School
Downloads 297 (127,923)

Abstract:

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Option-Implied Information, Price Discovery, Risk-Neutral Skewness, Stock Underpricing, Downside Risk

4.

Multi-Level Monte Carlo Simulations with Importance Sampling

Number of pages: 30 Posted: 03 Jun 2013 Last Revised: 21 Mar 2014
Przemyslaw Stan Stilger and Ser-Huang Poon
University of Manchester - Manchester Business School and Alliance Manchester Business School, University of Manchester
Downloads 219 (173,315)

Abstract:

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Importance sampling, Simulation, Stochastic volatility

5.

Pricing and Risk Management with Stochastic Volatility Using Importance Sampling

Number of pages: 31 Posted: 30 Oct 2012 Last Revised: 20 Mar 2014
Przemyslaw Stan Stilger, Simon Acomb and Ser-Huang Poon
University of Manchester - Manchester Business School, Acomb Financial Research Limited and Alliance Manchester Business School, University of Manchester
Downloads 197 (191,298)
Citation 1

Abstract:

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Importance sampling, Simulation, Stochastic volatility