Self-dual continuous processes
Year of publication: |
2013
|
---|---|
Authors: | Rheinländer, Thorsten ; Schmutz, Michael |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 5, p. 1765-1779
|
Publisher: |
Elsevier |
Subject: | Self-duality | Symmetric processes | Ocone martingales | Semi-static hedging |
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