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The pricing and performance of stock index futures spreads
Billingsley, Randall S., (1988)
The predictive value of stock index futures contracts
Ireland, Timothy C., (1989)
Financial market spillovers around the globe
Dimpfl, Thomas, (2011)
Pricing derivative securities : an interactive, dynamic environment with Maple V and Matlab
Prisman, Eliezer Zeev, (2000)
Valuation of risky assets in arbitrage free economies with frictions
Prisman, Eliezer Zeev, (1986)
A unified approach to term structure estimation : a methodology for estimating the term structure in a market with frictions
Prisman, Eliezer Zeev, (1990)