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S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S., (1994)
Competing derivative equity instruments : empirical evidence on hedged portfolio performance
Hancock, G. D., (1994)
Financial market spillovers around the globe
Dimpfl, Thomas, (2011)
VIX and VIX futures pricing algorithms : cultivating understanding
Hancock, G. D., (2012)
A text book treatment of calculating returns on non-traditional portfolios
Hancock, G. D., (2005)