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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 6 in Foreign Exchange Option Symmetry, 1998, pp 83-87 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Detecting ArbitrageSelecting a Financially Equivalent PortfolioDetecting Inconsistent Option Pricing ModelsInstant Valuation of Foreign CounterpartsInstant Evaluation of Greek LettersApproximation SchemesReduced Cost of Software DevelopmentGuiding the Choice of Options with Improved Hedging FeaturesValidity of the Symmetry in any Financial Market

Date: 1998
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