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Jajuga, K. ( 2023). Data analysis for risk management—Economics, finance and business: New developments and challenges. Risks, 11(4), 70. doi 10.3390/risks11040070.
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Yu, X., Li, Y., & Wan, Z. (2019). Dynamic currency futures and options Hedging Model. Mathematical Problems in Engineering, 1–11.
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Frino, A., & Garcia, M. (2018). Price discovery in short‐term interest rate markets: Futures versus swaps. Journal of Futures Markets, 38(10), 1179.
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Jilong Chen, Ewald, C., & Kutan, A. M. (2019). Time-dependent volatility in futures contract options. Investment Analysts Journal, 48(1), 30. https://search.ebscohost.com/login.aspx?direct=true&AuthType=sso&db=asx&AN=137227526&site=eds-live&scope=site&custid=natuniv

Geronimo, R. S. Q. (2018). Unbundled shares: Circumventing corporate nationality rules through swaps, options, and other devices. Asian-Pacific Law & Policy Journal, 19(2), 84–140. https://search.ebscohost.com/login.aspx?direct=true&AuthType=sso&db=a9h&AN=129940582&site=ehost-live&custid=natuniv

Rastogi, S., & Athaley, C. (2019). Volatility integration in spot, futures and options markets: A regulatory perspective. Journal of Risk & Financial Management, 12(2), 1. https://www.mdpi.com/1911-8074/12/2/98