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Arbitrage theory in continuous time
Björk, Tomas, (1998)
Issues in derivative instruments
Swan, Edward J., (1999)
Financial markets : stochastic analysis and the pricing of derivative securities
Mel¤nikov, Aleksandr V., (1999)
An investigation of commodity futures prices using the consumption-based intertemporal capital asset pricing model
Jagannathan, Ravi, (1985)
On frequent batch auctions for stocks
Jagannathan, Ravi, (2022)
On Frequent Batch Auctions for Stocks
Jagannathan, Ravi, (2019)