//-->
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)
Stochastic interest rates, transaction costs and immunizing foreign currency risk
Chiang, Raymond, (1995)
Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond, (1996)
Modelling mean reversion of asset prices towards their fundamental value