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Construction and Interpretation of Model-Free Implied Volatility
Andersen, Torben, (2011)
Pricing European and Barrier Options in the Fractional Black-Scholes Market
Necula, Ciprian, (2008)
Black Scholes Pricing and Dynamic Hedging
Gikhman, Ilya I., (2016)
Credit spread specification and the pricing of spread options
Mougeot, Nicolas, (2000)
Credit Spread Specification and the Pricing of Spread Options
Mougeot, Nicolas,
The pricing of systematic liquidity risk: Empirical evidence from the US stock market
Gibson, Rajna, (2004)