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A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION
by
Stace, Antony William
Published in
International Journal of Theoretical and Applied Finance (IJTAF)
(01.02.2007)
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asset pricing
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brownian motion
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business & economics
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business, finance
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contingent pricing, futures pricing, option pricing
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RePEc IDEAS
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