Exchangeability-type properties of asset prices (Q3173000): Difference between revisions

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+Q3675249
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+Static Replication of Forward-Start Claims and Realized Variance Swaps
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+Hedging in Financial Markets
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+MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS
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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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+Static versus dynamic hedges: an empirical comparison for barrier options
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+PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES
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+Skewness premium with Lévy processes
@@ Property / cites work: Skewness premium with Lévy processes / rank @@
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+Symmetry and duality in Lévy markets
@@ Property / cites work: Symmetry and duality in Lévy markets / rank @@
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+Q3973020
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+Probabilistic Symmetries and Invariance Principles
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+Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios
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+Q2763689
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+On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
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+Multivariate Extension of Put-Call Symmetry
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+Multivariate dispersion, central regions and depth. The lift zonoid approach
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+Q2865856
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+Options and Efficiency
@@ Property / cites work: Options and Efficiency / rank @@
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+Q4937701
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+Semi-static hedging for certain Margrabe-type options with barriers
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+Symmetric martingales and symmetric smiles
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