Canonical valuation of options in the presence of stochastic volatility

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@article{e9e282b046d947cf852a82c365b3c36b,

title = "Canonical valuation of options in the presence of stochastic volatility",

author = "Philip Gray and Scott Newman",

year = "2005",

doi = "10.1002/fut.20140",

language = "English",

volume = "25",

pages = "1 -- 19",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Blackwell",

number = "1",

}