@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042999, author = {Yamamoto, Kyo and Seisho, Sato and Akihiko, Takahashi}, month = {Jun}, note = {application/pdf, Revised Version of CIRJE-F-596 (2008); electronic version of an article will be published in International Journal of Theoretical and Applied Finance c [copyright World Scientific Publishing Company][http://www.worldscinet.com/ijtaf/], 本文フィルはリンク先を参照のこと}, title = {Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environmen}, year = {2009} }