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Put-call parity with futures-style margining
Easton, Stephen Andrew, (1996)
Valuing the strategic option to sell life insurance business : theory and evidence
Klumpes, Paul J. M., (2000)
A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan, (1994)
A note on modified lattice approaches to option pricing
Valuing bonds with embedded average price options