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Commodity Price Forecasts, Futures Prices, and Pricing Models., , , and . Manag. Sci., 65 (9): 4141-4155 (2019)Investment Under Uncertainty in Information Technology: Acquisition and Development Projects, and . Management Science, 49 (1): 57--70 (January 2003)Arbitrage in Stock Index Futures, and . Journal of Business, (1990)Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market, , and . Journal of Financial Economics, 62 (1): 39--66 (October 2001)The valuation of warrants: Implementing a new approach. Journal of Financial Economics, 4 (1): 79--93 (January 1977)Prepayment, Default, and the Valuation of Mortgage Pass-Through Securities, and . The Journal of Business, 65 (2): 221--239 (1992)The pricing of equity-linked life insurance policies with an asset value guarantee, and . Journal of Financial Economics, 3 (3): 195--213 (June 1976)A continuous time approach to the pricing of bonds, and . Journal of Banking & Finance, 3 (2): 133--155 (July 1979)The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach, , and . Journal of Economic Dynamics and Control, 27 (6): 937--969 (April 2003)Strategic asset allocation, , and . Journal of Economic Dynamics and Control, 21 (8-9): 1377--1403 (Jun 29, 1997)