@inbook{publication-13234, address={N/A}, author={Chesney, Marc and Gibson, Rajna}, booktitle={Advances in Futures and Options Research}, editor={Boyle, Phelim P and Longstaff, Frances A and Ritchken, Peter and Chance, Don M and Trippi, Robert R}, isbn={9781559388528}, issn={1048-1559}, number=8, pages={85-112}, publisher={J A I Press Inc.}, series={Advances in Futures and Options Research}, title={State space symmetry and two-factor option pricing models}, year=1995, }