//-->
Global portfolio management of fixed income securities in continuous time
Greenleaf, James A., (1996)
The risk of foreign currency contingent claims at US commercial banks
Chaudhry, Mukesh, (2000)
Alternative tests for time series dependence based on autocorrelation coefficients
Levich, Richard M., (1998)
A study of diffusion processes for foreign exchange rates
Tucker, Alan L., (1987)
Tests of the black-scholes and constant elasticity of variance currency call option valuation models
Tucker, Alan L., (1988)
Empirical tests of the efficiency of the currency option market
Tucker, Alan L., (1985)