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On the Distributional Characterization of Daily Log-Returns of a World Stock Index
Fergusson, Kevin, (2006)
Stylised Properties of the Interest Rate Term Structure Under The Benchmark Approach
Fergusson, Kevin, (2014)
Less Expensive Pricing and Hedging of Long-Dated Equity Index Options When Interest Rates are Stochastic
Fergusson, Kevin, (2015)