Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results
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2020 ◽
Vol 14
(4)
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pp. 7369-7378
2017 ◽
Vol 4
(3)
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pp. 60-71
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2013 ◽
Vol 4
(1-2)
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pp. 23-38
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2013 ◽
Vol 20
(5)
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pp. 379-388
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