A Clark-Ocone Type Formula via Itô Calculus and its Application to Finance

Authors

Takuji Arai, Keio University, 2-15-45 Mita, Minato-ku, Tokyo, 108-8345, JapanFollow
Ryoichi Suzuki, Keio University, 3-14-1 Hiyoshi, Kohoku, Yokohama, 223-8522, JapanFollow

Recommended Citation

Arai, Takuji and Suzuki, Ryoichi (2021) "A Clark-Ocone Type Formula via Itô Calculus and its Application to Finance," Journal of Stochastic Analysis: Vol. 2: No. 4, Article 5.
DOI: 10.31390/josa.2.4.05
Available at: https://repository.lsu.edu/josa/vol2/iss4/5

DOI

10.31390/josa.2.4.05