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Bivariate Binomial Options Pricing with Generalized Interest Rate Processes
Hilliard, Jimmy E., (1996)
Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates
Hilliard, Jimmy E., (1991)
A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets
Hilliard, Jimmy E., (1992)