EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL (Q2929372): Difference between revisions
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Property / arXiv ID: 1407.7315 / rank | |||
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Property / cites work: Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price / rank | |||
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Property / cites work: On-line VWAP Trading Strategies / rank | |||
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Property / cites work: The value of an Asian option / rank | |||
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Property / cites work: A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION / rank | |||
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Latest revision as of 10:51, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL |
scientific article |
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EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL (English)
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12 November 2014
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equity option
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volume weighting
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analytic pricing
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