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Post-'87 crash fears in the S&P 500 futures option market
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron Scholes (1973)
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A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
Steven L. Heston (1993)
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Conditional Heteroskedasticity in Asset Returns: A New Approach
Daniel B. Nelson (1991)