Professor Sakuma’s paper has been published in Annals of Finance.
| Journal | Annals of Finance |
|---|---|
| Title | A Girsanov transformed Clark-Ocone-Haussmann type formula for L^1-pure jump additive processes and its application to portfolio optimization |
| Author | Handa, M., Sakuma, N. & Suzuki, R. |
| Publication Date | 2024.8.27 |
| DOI | https://doi.org/10.1007/s10436-024-00453-6 |
