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In this paper we analyse financial implications of exchangeability andsimilar properties of finite dimensional random vectors. We show how theseproperties are reflected in prices of some basket options in view of thewell-known put-call symmetry property and the duality principle in optionpricing. A particular attention is devoted to the case of asset prices drivenby Levy processes. Based on this, concrete semi-static hedging techniques formulti-asset barrier options, such as certain weighted barrier spread options,weighted barrier swap options or weighted barrier quanto-swap options aresuggested.

Exchangeability type properties of asset prices