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/1.PaperTitle (Duality of $k$th order and put--call symmetry)
/2.Authors (V.protect unhbox voidb@x penalty @M {}N. Kolokoltsov)
/3.Journal (J. Appl. Prob.)
/4.Issue (Vol. 52, No. 1 \(March 2015\))
/5.Pages (82-101)
/6.Keywords (Stochastic monotonicity; stochastic duality; generators of dual processes; dual semigroup; put--call symmetry and reversal; powered and digital options; straddle)
/7.MSC2000 (Primary 60J25; Secondary 62P05; 97M30; 60J60; 60J75)
/8.Copyright (? Applied Probability Trust 2015)
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Not for further distribution unless allowed by the License or with the express written permission of Cambridge University Press.
https://doi.org/10.1239/jap/1429282608
https://doi.org/10.1239/jap/1429282608 Published online by Cambridge University Press
2022-04-14T17:12:18+00:00
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