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Analysis of causal relations and long- and short-term correspondence between share indices in Israel and the United States
Sulla, Olga, (2000)
S&P type indices and call option values under a CEV diffusion process
Samanta, Prodyot, (1995)
On jump processes in the foreign exchange and stock markets
Jorion, Philippe, (1988)
A methodology for measuring transaction costs
Collins, Bruce M., (1991)
Common stock markets, trading arrangements, and trading costs
Fabozzi, Frank J., (2002)
Equity derivatives I : features and valuation
Collins, Bruce M., (2002)