منابع مشابه
Self-dual continuous processes
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 mar...
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A self-dual algebra is an associative or Lie algebra A together with an A bimodule isomorphism A → A∨op, where A∨ = Homk(A, k), the dual bimodule to A (considered as an A bimodule), and A∨op is the the same underlying k module as A∨ but is an A bimodule whose left operation by an element a ∈ A is the same as the right operation by a on A∨, and similarly with left and right interchanged. This in...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2013
ISSN: 0304-4149
DOI: 10.1016/j.spa.2013.01.008