Valuing futures and options on volatility

Journal of Banking and Finance

Volumn 20, Issue 6, 1996, Pages 985-1001

  Grünbichler, Andreas ^a   Longstaff, Francis A ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Exotic options; Options; Stochastic volatility; Valuation

Indexed keywords

EID: 0030191249     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4266(95)00034-8     Document Type: Article

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