Open AccessA Clark-Ocone Type Formula via Itô Calculus and its Application to Finance
Author(s) -
Takuji Arai,
Ryoichi Suzuki
Publication year - 2021
Publication title -
journal of stochastic analysis
Language(s) - English
Resource type - Journals
ISSN - 2689-6931
DOI - 10.31390/josa.2.4.05
Subject(s) - type (biology) , calculus (dental) , mathematical economics , mathematics , economics , geology , medicine , dentistry , paleontology