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The persistence and implied persistence of volatility of stock returns
Mustafa, Chowdhury B., (1988)
Option based assessments of expected price distributions
Sherrick, Bruce J., (1989)
American option pricing
Løchte Jørgensen, Peter, (1994)
Weekend and day of the week effects in returns on stock index futures
Junkus, Joan C., (1986)
Hedge ratios in up and down equity markets
Junkus, Joan C., (1987)
Agricultural and metallurgical derivatives : pricing
Junkus, Joan C., (2010)