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Options : essential concepts and trading strategies
(1995)
Options : [1] (1990)
Kursbeeinflussung und fällige Optionen
Hirth, Hans, (1994)
A generalization of the Sharpe ratio and its applications to valuation bounds and risk measures
Hodges, Stewart D., (1998)
No good deals - no bad models
Boyarchenko, Nina, (2012)
Withdrawn : Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX
Zhao, Bo, (2019)