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General valuation principles for arbitrary payoffs and applications to power options under stochastic volatility

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  1. School of Business and Economics, Goethe University, Mertonstr. 17-21, Uni-PF 77, D-60054, Frankfurt am Main, Germany

    Angelika Esser

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  1. Angelika Esser
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Esser, A. General valuation principles for arbitrary payoffs and applications to power options under stochastic volatility. Fin Mkts Portfolio Mgmt 17, 351–372 (2003). https://doi.org/10.1007/s11408-003-0305-0

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