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Empirical tests of the pricing of index call options
Chance, Don M., (1986)
Valuation of stock index futures and their relation to the underlying index : theory and evidence
Junkus, Joan C., (1984)
Options on stock indexes : a comparison of the black-scholes option pricing formula and an autogregressive model
Halpern, Marc, (1985)
Futures pricing and the cost of carry under price limits
Chance, Don M., (1994)
A semi-strong form test of the efficiency of the Treasury Bond futures market
Chance, Don M., (1985)