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On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation
Welch, Robert L., (1988)
Neural networks in the capital markets : an applikation to index forecasting
Häfke, Christian, (1995)
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong, (1996)
Optimal foreclosure policies
Tezel, Ahmet, (1973)
Evaluating a stock market timing strategy: the case of RTE Asset Management
Tezel, Ahmet, (2001)
Reversals in Wine Auction Prices
McManus, Ginette, (2013)