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Why option prices lag stock prices : a trading-based explanation
Chan, Kalok, (1993)
The value line stock rankings and the option model implied standard deviations
Tezel, Ahmet, (1988)
A theory and measurement of stock-option value
Boness, A. James, (1962)
Valuation of American futures options : theory and empirical tests
Whaley, Robert E., (1986)
Intraday price observations : on computing portfolio returns
Whaley, Robert E., (1994)
Return and risk of CBOE buy write monthly index
Whaley, Robert E., (2002)