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Power Put Option

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shiptastic
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Joined: November 2nd, 2005, 8:28 pm

Power Put Option

April 29th, 2006, 2:16 pm

Does anyone know the black-scholes formula for a power put option, i.e. a contract which pays the ?
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wannabequantie
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Joined: October 30th, 2004, 12:13 pm

Power Put Option

May 5th, 2006, 10:44 am

Hi,Regarding your question. Check out this previous post http://www.wilmott.com/messageview.cfm? ... adid=36717
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