Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion (Q1945440): Difference between revisions

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+Littelmann paths and Brownian paths
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+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
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+Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
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+A remark on static hedging of options written on the last exit time
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+Coincidence probabilities
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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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+Semi-static hedging for certain Margrabe-type options with barriers
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