We obtain a very simple way to price a class of barrier options under a huge class of L\'evy processes when a symmetry property , like put-call symmetry, holds .
In this paper we present a very simple way to price a class of barrier options when the underlying process is driven by a huge class of L\'evy processes . To achieve our goal we assume that our market satisfies a symmetry property . In case of not satisfying that property some approximations can be obtained .
R
We obtain
In this paper we present
R
under
when the underlying process is driven by
R
when
. To achieve our goal we assume that our market satisfies
R
, like put-call symmetry, holds
. In case of not satisfying that property some approximations can be obtained