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Spanning and derivative-security valuation
Bakshi, Gurdip S., (2000)
Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Hwang, Soosung, (2000)
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de, (2000)
Pricing complex barrier options under general diffusion processes
Tian, Yisong Sam, (2000)
A reexamination of lattice procedures for interest rate-contingent claims
Tian, Yisong Sam, (1994)
A reexamination of portfolio insurance : the use of index put options
Tian, Yisong Sam, (1996)