I am trying to compute the static hedge for a down-and-out put option with the barrier above the strike using the put-call symmetry. I am okay with the example in the note with the call option but I am completely lost with the put.
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1$\begingroup$ If the down and out barrier is above the strike then there is no put since it will disappear before it can be in the money. The static hedge is nothing: there is nothing to hedge. Are you sure this is what you are trying to compute ? $\endgroup$ – Ivan Apr 27 '20 at 10:59