Before revision:  We illustrate the new pricing mechanism by applying it to the Heston and SABR stochastic volatility models, to the model in which exchange rates are described by an extended skewed normal distribution, and also to the model-free approach of option pricing .
After revision:  We illustrate the new pricing mechanism by applying it to the Heston and SABR stochastic volatility models, to the model in which exchange rates are described by an extended skewed normal distribution, and also to the model-free approach of option pricing