Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 46th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2014, Kyoto)
Pricing and hedging look-back power options
Takahiko Fujita, Yasuhiro Kawanishi
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2015 Volume 2015 Pages 108-111

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