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The determinants of the return on index bonds, and . Journal of Banking & Finance, 2 (1): 47--64 (June 1978)Implied foreign exchange rates using options prices, , and . International Review of Financial Analysis, 5 (Index to Volume 5, Issue 3): 171--183 (1996)Hedging volatility risk, , and . Journal of Banking & Finance, 30 (3): 811--821 (March 2006)The behavior of prices in the Nikkei spot and futures market, , and . Journal of Financial Economics, 23 (2): 363--383 (August 1989)Altering the terms of executive stock options, , and . Journal of Financial Economics, 57 (1): 103--128 (July 2000)Options on stock indices and options on futures, , and . Journal of Banking & Finance, 13 (4-5): 773--782 (September 1989)