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Pricing of lookback-strike put options with bounded payoff by equivalent martingale measure method

이성규

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Key concepts: Martingale (probability theory), Martingale pricing, Stochastic game, Measure (data warehouse), Economics, Mathematical economics, Actuarial science, Econometrics

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Pricing of lookback-strike put options with bounded payoff by equivalent martingale measure method — Research Paper | ScholarLens