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Extended yield-curve-based interest rate contingent claim pricing models
Canabarro, Eduardo Antonio Duarte, (1993)
Applications of contingent claims theory to microeconomic problems
Hennessy, David A., (1993)
How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat, (1998)
Unbiased estimation of the Black Scholes formula
Butler, John S., (1986)
The statistical properties of parameters inferred from the Black-Scholes formula
Butler, John S., (1997)
Efficiency results of MLE and GMM estimation with sampling weights
Butler, John S., (2000)