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Serial inventory systems with Markov-modulated demand : derivative bounds, asymptotic analysis, and insights
Chen, Li, (2017)
Impact of individual stock derivatives introduction in India on its underlying spot market volatility
Nandy, Suparna, (2016)
Analysing large one-day commodity futures price changes
Hua, Wei, (2014)
Changes of numeraire for pricing futures, forwards, and options
Schroder, Mark D., (1999)
Risk-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D., (2004)
A reduction method applicable to compound option formulas
Schroder, Mark D., (1989)