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摘要翻译：
半静态套期保值在金融市场中的重要应用自然地引出了准自对偶过程的概念，对于连续半区间而言，准自对偶过程既与普通对数有关，也与随机对数的对称性有关。我们给出了连续准自对偶过程的一个结构结果。此外，我们通过一个强形式的自对偶给出了连续Ocone鞅的一个刻划。
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英文标题：
《Self-dual continuous processes》
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作者：
Thorsten Rheinl\"ander, Michael Schmutz
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最新提交年份：
2012
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分类信息：
一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要：
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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PDF链接：
https://arxiv.org/pdf/1201.6516
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