Main category
Economics (General Management)
Abstract
A forward starting option is an option whose strike price is not fully determined until an intermediate date before expiration. A model is used to compute option price, Delta, Gamma, Hedge Rho, Discount Rho, Vega and Theta.
Further reading
https://ia904709.us.archive.org/7/items/forward-starting-option/ForwardStartingOption.pdf
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