Both authors from Faculty of Administrative Studies, York University. The authors would like to thank Phelim P. Boyle, Michael Brennan, Herbert Johnson, Stephen Ross, Eduardo Schwartz, and an anonymous referee for helpful comments on earlier drafts of this paper. This research was funded by the Financial Research Foundation of Canada.
The Pricing of Options on Assets with Stochastic Volatilities
Article first published online: 30 APR 2012
1987 The American Finance Association
The Journal of Finance
Volume 42, Issue 2, pages 281–300, June 1987
How to Cite
HULL, J. and WHITE, A. (1987), The Pricing of Options on Assets with Stochastic Volatilities. The Journal of Finance, 42: 281–300. doi: 10.1111/j.1540-6261.1987.tb02568.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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