Semi-static hedging for certain Margrabe-type options with barriers (Q3088322): Difference between revisions

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+Change of Time and Change of Measure
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+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
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+On the duality principle in option pricing: semimartingale setting
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+Esscher transform and the duality principle for multidimensional semimartingales
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+Symmetry and duality in Lévy markets
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+Multivariate Extension of Put-Call Symmetry
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+Barrier options and their static hedges: simple derivations and extensions
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+Q4937701
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