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Categories : Options finance Investment Derivatives finance 2 number Finance fraud. The above follows immediately from expressions for the Laplace transform of the distribution of the conditional first passage time of Brownian motion to a particular level.
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The easiest way to determine which strike prices to enter into is to first determine the middle strike prices for the two Iron Butterfly Spreads. You can close your position at any time before expiry to lock in a profit or a reduce a loss compared to letting it expire out of the money.
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