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Pricing foreign exchange options : incorporating purchasing power parity
Cheung, Michael Tow, (1992)
Some evidence on option prices as predictors of volatility
Edey, Malcolm L., (1992)
The valuation of currency options for alternate stochastic processes
Shastri, Kuldeep, (1987)
Arbitrage tests of the efficiency of the foreign currency options market
Shastri, Kuldeep, (1985)
An Empirical Test of a Valuation Model for American Options on Futures Contracts
Shastri, Kuldeep, (1986)
Options on futures contracts: A comparison of European and American pricing models