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Spanning and derivative-security valuation
Bakshi, Gurdip S., (2000)
Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Hwang, Soosung, (2000)
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de, (2000)
Beta instability and stochastic market weights
Goldenberg, David Harold, (1985)
Market power and the required return to electric utilities
Goldenberg, David Harold, (1987)
A unified method for pricing options on diffusion processes
Goldenberg, David Harold, (1991)