Options with Consistently Smoothed Payoffs

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 5 in Foreign Exchange Option Symmetry, 1998, pp 71-81 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:The Importance of Smooth PayoffsThe Continuous Strike Range Call and Put OptionsThe Continuous Strike Range Call and Put Options and the SymmetryThe Consistently Smoothed Call and Put Payoffs and the SymmetrySymmetry for Options with the Consistently Smoothed Call and Put Payoffs

Date: 1998
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