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The maximum likelihood estimation of security price volatility : Theory, evidence, and application to option pricing
Ball, Clifford A., (1984)
Corporate bond prices in an option pricing frame-work
Sanvicente, Antonio Zoratto, (1982)
Tests of the random walk hypothesis against a price-trend hypothesis
Taylor, Stephen J., (1982)
Earnings changes, stock prices, and market efficiency
Brown, Stewart L., (1978)
A reformulation of the portfolio model of hedging
Brown, Stewart L., (1985)
Fundamentals of trading energy futures and options
Errera, Steven, (1999)