Reflection principle and Ocone martingales

@article{Chaumont2008ReflectionPA,
  title={Reflection principle and Ocone martingales},
  author={Lo{\"i}c Chaumont and L. P. Vostrikova},
  journal={Stochastic Processes and their Applications},
  year={2008},
  volume={119},
  pages={3816-3833}
}
Characterising Ocone Local Martingales with Reflections
Let M = (M t ) t ≥ 0 be any continuous real-valued stochastic process such that M 0 = 0. Chaumont and Vostrikova proved that if there exists a sequence (a n ) n ≥ 1 of positive real numbers
Pricing and hedging exotic options in stochastic volatility models
This thesis studies pricing and hedging barrier and other exotic options in continuous stochastic volatility models. Classical put-call symmetry relates the price of puts and calls under a suitable

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