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A test of the efficiency of a given portfolio
Gibbons, Michael R., (1989)
Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de, (1997)
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew, (1993)
Option pricing trees
Amin, Kaushik I., (1995)
Pricing American options on risky assets in a stochastic interest rate economy
Amin, Kaushik I., (1991)
Convergence of American option values from discrete- to continuous-time financial models
Amin, Kaushik I., (1994)