A Clark-Ocone Type Formula via Ito Calculus and its Application to Finance
A Clark-Ocone Type Formula via Ito Calculus and its Application to Finance
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基于伊藤微积分的 Clark-Ocone 型公式及其在金融中的应用
DOI:
10.31390/josa.2.4.05
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发表时间:
2021
期刊:
影响因子:
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通讯作者:
Takuji Arai and Ryoichi Suzuki
中科院分区:
文献类型:
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作者:
Hatta Shinichiro;Obayashi Ko;Okuyama Hiroshi;Aruga Tetsuya;Takuji Arai;Takuji Arai;Takuji Arai and Ryoichi Suzuki