Peter Carr, Sergey Nadtochiy. Static Hedging under Time-Homogeneous Diffusions. SIAM J. Financial Math., 2(1):794-838, 2011. [doi]
@article{CarrN11, title = {Static Hedging under Time-Homogeneous Diffusions}, author = {Peter Carr and Sergey Nadtochiy}, year = {2011}, doi = {10.1137/100818303}, url = {http://dx.doi.org/10.1137/100818303}, researchr = {https://researchr.org/publication/CarrN11}, cites = {0}, citedby = {0}, journal = {SIAM J. Financial Math.}, volume = {2}, number = {1}, pages = {794-838}, }