Self-dual continuous processes

@inproceedings{Rheinlnder2012SelfdualCP,
  title={Self-dual continuous processes},
  author={Thorsten Rheinl{\"a}nder and Michael Schmutz},
  year={2012}
}
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 to symmetry properties of both their ordinary as well as their stochastic logarithms. We provide a structure result for continuous quasi self-dual processes. Moreover, we give a characterisation of continuous Ocone martingales via a strong version of self-duality. 

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