The following pages link to Alberto Ohashi (Q274835):
Displaying 20 items.
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Weak approximations for Wiener functionals (Q363864) (← links)
- Fractional term structure models: No-arbitrage and consistency (Q835070) (← links)
- A weak version of path-dependent functional Itô calculus (Q1621446) (← links)
- Weak differentiability of Wiener functionals and occupation times (Q1990962) (← links)
- Corrigendum to: ``Weak approximations for Wiener functionals''. (Q2013584) (← links)
- \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \) (Q2064883) (← links)
- On path-dependent SDEs involving distributional drifts (Q2122924) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
- Smoothness of densities for path-dependent SDEs under Hörmander's condition (Q2235849) (← links)
- A note on the sharp \(L^p\)-convergence rate of upcrossings to the Brownian local time (Q2348328) (← links)
- (Q3467661) (← links)
- Existence of densities for stochastic evolution equations driven by fractional Brownian motion (Q4965644) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
- Stochastic Evolution Equations Driven by a Fractional White Noise (Q5478916) (← links)
- Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes (Q6120831) (← links)
- A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility (Q6243944) (← links)
- Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals (Q6503942) (← links)
- About semilinear low dimension Bessel PDEs (Q6529168) (← links)
