Expected fraction of satisfied constraints in formula F under bias b: E(Z(F,b)) = SUMMATION ti * E(Z(Ri,b)), where ti is the weighted ratio for relation Ri. To find the break-even price, you solve: min [t1, t2, ...] max [0<=b<=1] E(Z(F,b)) There are several ways of doing this: Symbolic closed form solution: compute maximum bias, followed by computing the worst ti. Tools from MathWorks or Mathematica would automate this. Numerical, if only a small number of relations is involved. Finds a good approximation, but the running time is 1000^(r+1) where r is the number of relations. Assumes a fine grid of 1/1000. Using linear programming by expressing the design of the symmetric formula as a linear program. This requires finding a game inside the game, as described here: http://www.ccs.neu.edu/home/lieber/courses/csg113/f08/lectures/dec3/The%20Game%20Inside%20the%20Game.ppt The linear programming approach is probably the easiest way to approximate the break-even price of a derivative fairly well. It is an approximation because the linear program has as many columns as the symmetric formula has variables.