1. Futures Replication and the Law of One Futures Price;Bick,2011
2. The relation between forward prices and futures prices;Cox;Journal of Financial Economics,1981
3. Dynamic Asset Pricing Theory;Duffie,2001
4. Option and futures evaluation with deterministic volatillities;Jamshidian;Mathematical Finance,1993
5. Forward contracts and futures contracts;Jarrow;Journal of Financial Economics,1981