Volflex pricing

Sell the highs, buy the lows, take their money, bash their nose.
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Bond007
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Joined: Thu Jan 01, 2004 12:00 am

Volflex pricing

Post by Bond007 »

How do we price Volflex Options ?
Bond007
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Joined: Thu Jan 01, 2004 12:00 am

Volflex pricing

Post by Bond007 »

http://www.exoticderivatives.blogspot.com
Bond007
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Joined: Thu Jan 01, 2004 12:00 am

Volflex pricing

Post by Bond007 »

This web-page talks abt it, but i dont understand one thing is how it can be priced incase options arent fwd starting ?
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Graeme
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Joined: Thu Jan 01, 2004 12:00 am

Volflex pricing

Post by Graeme »

Lets turn things around: what do you imagine the product is if the option is immediate starting?
Graeme West
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