Canonical valuation and hedging of index options
| Year of publication: |
2007
|
|---|---|
| Authors: | Gray, Philip ; Edwards, Shane ; Kalotay, Egon |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 8, p. 771-790
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