Foundations of foreign exchange option symmetry / Valery A. Kholodnyi, John F. Price.

Kholodnyi, Valery A., 1964-

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1.	Foreign Exchange Option Symmetry
	in a General Market Environment	1
	1. Introduction	4
	2. Notations and Results	9
	3. Applications	53
     	4.Validity of the Symmetry Relationships for
          European Options 57
     	5.Validity of the Symmetry Relationships for
          Bermudan and American Options 62
     	6.Validity of the Symmetry Relationships
          for Barrier Options 73
     	7.Continuous Strike Range Call and Put Options .. 80
          8. Conclusion  91

2.	Foreign Exchange Option Symmetry in a
     	Multiple Currency General Market
          Environment  97
  	1. Introduction  98
     	2.Graph Theoretic Formalism for a Map of the
          World Foreign Exchange Market 100
     	3.Vector Bundle Formalism for Foreign
          Exchange Contingent Payoffs 113
     	4.Particular Bases for the Vector Lattice of all
          Abstract Payoffs 145
       	5. Foreign Exchange Abstract Options 154