Journal of The Society of Instrument and Control Engineers
Online ISSN : 1883-8170
Print ISSN : 0453-4662
ISSN-L : 0453-4662
Financial Engineering and Control
Yuji YAMADA
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Keywords: control of stochastic systems, black-scholes model, derivatives, incomplete markets, optimal hedging
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2007 Volume 46 Issue 3 Pages 185-191

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