= Power call-curve pricing density
{title2=$f_p(u)=(p-1)u^{p-2}(1+u^p)^{1/p-2}$}
For $p>1$, the zero-interest curve $C(K)=(1+K^p)^{1/p}-K$ has positive second derivative $f_p$. Its mass and first moment are both one, and $\int(u-K)^+f_p(u)du=C(K)$. It prices an <integrable> payoff by $\int g(u)f_p(u)du$ when this law is equivalent to the physical terminal <stock> law, or on a canonical model with this pricing law. Finite-strike consistency alone is insufficient for that equivalence.
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