Volflex pricing
-
Bond007
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
Volflex pricing
How do we price Volflex Options ?
-
Bond007
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
Volflex pricing
http://www.exoticderivatives.blogspot.com
-
Bond007
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
Volflex pricing
This web-page talks abt it, but i dont understand one thing is how it can be priced incase options arent fwd starting ?
- Graeme
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
Volflex pricing
Lets turn things around: what do you imagine the product is if the option is immediate starting?
Graeme West