General valuation principles for arbitrary payoffs and applications to power options under stochastic volatility
Angelika Esser
| Year of publication: |
2003
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|---|---|
| Authors: | Esser, Angelika |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 17.2003, 3, p. 351-372
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| Subject: | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001930122