Effective and simple VWAP options pricing model (Q2929372)
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scientific article; zbMATH DE number 6368709
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| default for all languages | No label defined |
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| English | Effective and simple VWAP options pricing model |
scientific article; zbMATH DE number 6368709 |
Statements
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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0.89767253
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0.8584502
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0.85844946
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0.84752214
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Effective and simple VWAP options pricing model (English)
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