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The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty
McCulloch, J. Huston, (2003)
Signal Extraction Can Generate Volatility Clusters From IID Shocks
McCulloch, J. Huston, (2002)
Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross
McCulloch, J. Huston, (2000)