1. and : “The Cheapest to Deliver Bond on the Treasury Bond Futures Contract,” Advances in Futures and Options Research, Volume 1, Part B, JAI Press Inc., (1987).
2. The quality option implicit in futures contracts
3. and (1985, June): “Implicit Delivery Options and Optimal Delivery Options Strategies for Financial Futures Contracts,” unpublished manuscript presented at the Western Finance Association meetings.
4. (1985, April): “The Royal Flush”, Intermarket The Worldwide Futures and Options Report, 58–59.