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math.PR2012★ 1 cited
Self-dual continuous processes
Thorsten Rheinländer, Michael Schmutz
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related t…
q-fin.RM2012★ 2 cited
Quasi self-dual exponential Lévy processes
Thorsten Rheinländer, Michael Schmutz
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes. The focus of our study is to give new characteriza…