Work

Canonical valuation of options in the presence of stochastic volatility

Year: 2004

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20140

Authors: Philip Gray, Scott Newman

Institution: The University of Queensland

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1965396116

FWCI: 1.734

Cites: 66

Cited by: 29

Related to: 10