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- NEFTCI, Salih N. Principles of financial engineering. 2nd ed. Burlington : Academic Press, 2008. 679 s. Academic press advanced finance series. ISBN 978-0-12-373574-4. [Copy count : 2, currently available 1, at library only 1]
- NEFTCI, Salih N. - POLICANO, A.J. On some sample path properties of intra-day futures prices. In The Review of Economics and Statistics, 1990, roč. 72, č. 3, s. 529-536.