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Performance evaluation of algorithms for black-derman-toy lattice
Abaffy, Jozsef, (1999)
Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred, (1994)
Market trading structures and asset pricing : evidence from the treasury-bill markets
Kamara, Avraham, (1988)
General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee, (1991)
The impact of delivery options on futures prices : a survey
Chance, Don M., (1993)
The performance of professional market timers : daily evidence from executed strategies
Chance, Don M., (2001)