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Forecast based pricing of weather derivatives
Härdle, Wolfgang, (2012)
Do price jumps matter in volatility forecasts of US treasury futures?
Zhang, Xueer, (2025)
Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo, (1999)
Intrinsic bubbles : the case of stock prices ; a comment
Ackert, Lucy F., (1999)
Tests of a simple optimizing model of daily price limits on futures contracts
Ackert, Lucy F., (1989)
A sequential test methodology for detecting futures market disruptions with applications to futures margin management
Ackert, Lucy F., (1990)