Canonical valuation of options in the presence of stochastic volatility

Philip Gray, Scott Newman

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)
Original languageEnglish
Pages (from-to)1 - 19
Number of pages19
JournalJournal of Futures Markets
Volume25
Issue number1
DOIs
Publication statusPublished - 2005
Externally publishedYes

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