@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042134, author = {Takahashi, Akihiko and Yamada, Toshihiro}, month = {Dec}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options}, year = {2009} }