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- W413967516 abstract "We derive the BSM European option pricing formulas for the symmetric fractional polynomial (SFP) payoff functions and for the asymmetric fractional polynomial (AFP) payoff functions. Several other existing option pricing formulas follow from these general formulas; these include formulas for plain vanilla option, parabola option, powered option, and standard power option. AMS subject classification:" @default.
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- W413967516 date "2013-10-31" @default.
- W413967516 modified "2023-09-23" @default.
- W413967516 title "Option Pricing formulas for Fractional Polynomial Payoff Functions" @default.
- W413967516 hasPublicationYear "2013" @default.
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