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Inferring future volatility from the information in implied volatility in Eurodollar options : a new approach
Amin, Kaushik I., (1997)
Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach
Heath, Jarrow and Morton Implied Volatility Functions and Conditional Heteroskedasticity Models : Information in Eurodollar Futures Options
Amin, Kaushik I., (1998)