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The pricing of options on assets with stochastic volatilities (1987)
by
John Hull
,
Alan White
| Venue: | JOURNAL OF FINANCE |
| Citations: | 1002 - 5 self |
BibTeX
@ARTICLE{Hull87thepricing,
author = {John Hull and Alan White},
title = {The pricing of options on assets with stochastic volatilities},
journal = {JOURNAL OF FINANCE},
year = {1987},
volume = {42},
number = {2}
}
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Abstract
