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A pricing model for American options with Gaussian interest rates
Menkveld, Albert J., (2000)
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders, (1999)
A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random volatility
Heston, Steven L., (1999)
Arbitrage risk and market efficiency : the case of treasury bill futures
Lin, James Wuh, (1996)
Arbitrage, carrying costs, and inflation : a reexamination of market efficiency in treasury bill futures
Agency costs and ownership structure
Ang, James S., (2000)