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

被引：5
作者：
Angelika Esser
机构：
[1] Goethe University,School of Business and Economics
来源：
Financial Markets and Portfolio Management | 2003年 / 17卷 / 3期
关键词：
Power Option; Stochastic Volatility; General Valuation; Valuation Principle; Arbitrary Payoff;
D O I：
10.1007/s11408-003-0305-0
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：351 / 372
页数：21
相关论文
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