Some results on Parisian walks

Author:

Akahori Jirô1,Ida Yuuki1

Affiliation:

1. Department of Mathematical Sciences, Ritsumeikan University

Publisher

The Japan Society for Industrial and Applied Mathematics

Reference10 articles.

1. 1) T. Fujita, A random walk analogue of Lévy's theorem, Studia Sci. Math. Hungar., 45 (2008), 223-233.

2. 2) T. Fujita and M. Yor, On the remarkable distributions of maxima of some fragments of the standard reflecting random walk and Brownian Motion, Probab. Math. Statist., 27 (2007), 89-104.

3. 3) J. Akahori, A discrete Ito calculus approach to He's framework for multi-factor discrete market, Asia-Pacific Finan. Markets, 12 (2005), 273-287.

4. 4) J. Akahori, T. Amaba and K. Okuma, A discrete-time Clark-Ocone formula and its application to an error analysis, arXiv:1307.0673v2 [math.PR], 2013.

5. 5) T. Amaba, A discrete-time Clark-Ocone formula for Poisson functionals, Asia-Pacific Finan. Markets, 21 (2013), 97-120.

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