PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
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Publication:3650922
DOI10.1111/j.1467-9965.2009.00379.xzbMath1184.91198OpenAlexW1967918160MaRDI QIDQ3650922
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Publication date: 7 December 2009
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2009.00379.x
stochastic volatilityvolatility smilelocal volatilitybarrier optiontime-changed Lévy processput-call symmetrysemistatic hedging
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