3 citations · 7 across the 8 of their papers we have counts for
1 paper · 2 filters
Jirô Akahori, Takafumi Amaba, Kaori Okuma
In this paper, we will establish a discrete-time version of Clark(-Ocone-Haussmann) formula, which can be seen as an asymptotic expansion in a weak sense. The formula is applied to…