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On dynamic investment strategies, and . Journal of Economic Dynamics and Control, 24 (11-12): 1859--1880 (October 2000)The valuation of options for alternative stochastic processes, and . Journal of Financial Economics, 3 (1-2): 145--166 (00 1976)Options markets, and . Prentice-Hall, Englewood Cliffs, NJ u.a., (1985)A continuous-time portfolio turnpike theorem, and . Journal of Economic Dynamics and Control, 16 (3-4): 491--507 (00 1992)The relation between forward prices and futures prices, , and . Journal of Financial Economics, 9 (4): 321--346 (December 1981)Duration and the Measurement of Basis Risk, , and . The Journal of Business, 52 (1): 51--61 (1979)Option pricing: A simplified approach, , and . Journal of Financial Economics, 7 (3): 229--263 (September 1979)Option Pricing: A Simplified Approach, , and . Journal of Financial Economics, (1979)A Theory of the Term Structure of Interest Rates, , and . Econometrica, 53 (2): 385--407 (1985)