The pricing of options with stochastic boundaries in a Gaussian economy
書誌事項
- タイトル
- The pricing of options with stochastic boundaries in a Gaussian economy
- 著者
- Kijima, M. and Suzuki, T.
収録刊行物
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- Journal of the Operations Research Society of Japan 50
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Journal of the Operations Research Society of Japan 50 137-150, 2007