Weak reflection principle for Lévy processes
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Publication:894806
DOI10.1214/14-AAP1073zbMath1330.60064arXiv1308.2250OpenAlexW3125338479MaRDI QIDQ894806
Sergey Nadtochiy, Erhan Bayraktar
Publication date: 24 November 2015
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.2250
Lévy processesinverse problemsstatic hedgingbarrier optionsweak reflection principletime-homogeneous diffusions
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