Higher-order error estimates of the discrete-time Clark--Ocone formula

DOI10.1007/s10959-021-01134-0zbMath1515.60175arXiv2101.07087MaRDI QIDQ6358516

Tomooki Yuasa, Kenji Yasutomi, Tsubasa Nishimura

Publication date: 18 January 2021

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

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