Confirm that the payoff transform of a put is regular for v < 0.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Dec 17, 2018 04:33 AM

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Confirm that the payoff transform of a put is regular for v < 0.

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For the transformed payoff of a put op...View the full answer

A First Course in Quantitative Finance

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