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The profitability of volatility spread trading on ASX equity options
Do, Binh; Foster, Anthony; Gray, Philip K. - In: The journal of futures markets 36 (2016) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10011568018
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Canonical valuation of options in the presence of stochastic volatility
Gray, Philip K.; Newman, Scott - In: The journal of futures markets 25 (2005) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002528167
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Canonical valuation and hedging of index options
Gray, Philip K.; Edwards, Shane; Kalotay, Egon - In: The journal of futures markets 27 (2007) 8, pp. 771-790
Persistent link: https://www.econbiz.de/10003518515
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Canonical valuation of options in the presence of stochastic volatility
Gray, Philip; Newman, Scott - In: The journal of futures markets 25 (2005) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10006810000
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Canonical valuation and hedging of index options
Gray, Philip; Edwards, Shane; Kalotay, Egon - In: The journal of futures markets 27 (2007) 8, pp. 771-790
Persistent link: https://www.econbiz.de/10007748537
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Do scheduled macroeconomic announcements influence energy price jumps?
Kam Fong Chan; Gray, Philip K. - In: The journal of futures markets 37 (2017) 1, pp. 71-89
Persistent link: https://www.econbiz.de/10011669760