List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Algebraic structure of vector fields in financial diffusion models and its applications Quantitative Finance | 2018-11-19 | Paper |
| Implicit American Monte Carlo methods for nonlinear functional of future portfolio value Japan Journal of Industrial and Applied Mathematics | 2017-12-12 | Paper |
| Least square regression methods for Bermudan derivatives and systems of functions Advances in Mathematical Economics | 2016-01-19 | Paper |
| Application of Stochastic Mesh Method to Efficient Approximation of CVA | 2015-10-15 | Paper |
| Stochastic mesh methods for Hörmander type diffusion processes Advances in Mathematical Economics | 2015-07-08 | Paper |
Research outcomes over time
This page was built for person: Yusuke Morimoto
