A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION (Q3444866)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION |
scientific article |
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A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION (English)
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5 June 2007
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option pricing
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moment matching
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volume weighted average price
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