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Market making with price limits
Kuserk, Gregory J., (1996)
Put-call-futures parity and arbitrage opportunity in the market for options on gold futures contracts
Followill, Richard A., (1990)
Asymmetric arbitrage in futures markets : an empirical study
Lien, Da-hsiang Donald, (1986)
Stochastic duration and dynamic measure of risk in financial futures
Chen, Andrew H., (1986)
An asset-pricing theory unifying the CAPM and APT
Wei, K. C. John, (1988)
Explaining the cross-section of stock returns in Japan : factors or characteristics?
Daniel, Kent, (1999)