Rheinländer, Thorsten; Schmutz, Michael - In: Stochastic Processes and their Applications 123 (2013) 5, pp. 1765-1779
The important application of semi-static hedging in financial markets naturally leads to the notion of conditionally quasi self-dual processes which is, for continuous semimartingales, related to conditional symmetry properties of both their ordinary as well as their stochastic logarithms. We...