The following pages link to Toshiki Okumura (Q487520):
Displayed 3 items.
- A numerical scheme based on semi-static hedging strategy (Q487521) (← links)
- A numerical scheme for expectations with first hitting time to smooth boundary (Q2011048) (← links)
- On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach (Q5126528) (← links)