Title: Semi-static hedging for certain Margrabe-type options with barriers
Abstract: Click to increase image sizeClick to decrease image size Acknowledgements The author is grateful to Ilya Molchanov for helpful discussions and corrections, to Sara Fischer and Olivia Jutzi for proofreading, to Rolf Burgermeister and Markus Liechti for practical hints, and especially to two anonymous referees for numerous inspiring and helpful comments. This work was supported by the Swiss National Science Foundation under grant No. 200021-117606.