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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S., (2000)
No-arbitrage option pricing : new evidence on the validity of the martingale property
Brenner, Menachem, (1997)
Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry, (1999)
The expectations theory of interest rates : cointegration and factor decomposition
Choi, Seung-mook S., (1995)
Implied volatility in options markets and conditional heteroscedasticity in stock markets
Choi, Seung-mook S., (1992)
A product diffusion model incorporating repeat purchases
Olson, Jerome A., (1985)