Symmetry in a Foreign Exchange Market

Valery A. Kholodnyi and John F. Price
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Valery A. Kholodnyi: Integrated Energy Services L.C., Iowa, USA
John F. Price: Maharishi University of Management, Iowa, USA

Chapter 3 in Foreign Exchange Option Symmetry, 1998, pp 33-54 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:The Kelvin TransformSymmetry for European OptionsThe Intervention ConditionSymmetry for Bermudan OptionsSymmetry for American Options

Date: 1998
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