Canonical valuation and hedging of index options

Philip Gray, Shane Edwards, Egon Kalotay

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)
Original languageEnglish
Pages (from-to)771 - 790
Number of pages20
JournalJournal of Futures Markets
Volume27
Issue number8
DOIs
Publication statusPublished - 2007
Externally publishedYes

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