Bayraktar, Erhan; Nadtochiy, Sergey Weak reflection principle for Lévy processes. (English) Zbl 1330.60064 Ann. Appl. Probab. 25, No. 6, 3251-3294 (2015). MSC: 60G51 60J75 60J60 91G20 91G80 45Q05 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{S. Nadtochiy}, Ann. Appl. Probab. 25, No. 6, 3251--3294 (2015; Zbl 1330.60064) Full Text: DOI Euclid arXiv
Carr, Peter; Nadtochiy, Sergey Static hedging under time-homogeneous diffusions. (English) Zbl 1247.91182 SIAM J. Financ. Math. 2, 794-838 (2011). Reviewer: Weiping Li (Stillwater) MSC: 91G20 45Q05 60J60 PDF BibTeX XML Cite \textit{P. Carr} and \textit{S. Nadtochiy}, SIAM J. Financ. Math. 2, 794--838 (2011; Zbl 1247.91182) Full Text: DOI