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The predictive performance of a path-dependent exotic-optio..:

Chen, Dar-Hsin ; Chou, Heng-Chih ; Wang, David.
Physica A: Statistical Mechanics and its Applications.  390 (2011)  11 - p. 1973-1981 , 2011
Link: https://doi.org/10.1016/j.physa.2010.10.030