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Adam Majewski · Study

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Adam Majewski

2 works· latest 2017· 2 institutionscluster: provisional

h-index2

i102

Citations83

Works here2

15

17

Most cited in this library

Smile from the past: A general option pricing framework with multiple volatility and leverage components2015 · 58 citations
Black Was Right: Price Is Within a Factor 2 of Value2017 · 25 citations

Works

2 shown

Black Was Right: Price Is Within a Factor 2 of Value

SSRN Electronic Journal·2017·6 authors·preprint·Open access

25citations

Smile from the past: A general option pricing framework with multiple volatility and leverage components

Journal of Econometrics·2015·3 authors·Open access

58citations