Masaaki Fujii

Available identifiers

zbMath Open fujii.masaakiMaRDI QIDQ1999910

List of research outcomes

Publication	Date of Publication	Type
Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations	2023-09-05	Paper
Asymptotic expansion for forward-backward SDEs with jumps	2022-07-05	Paper
Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium	2022-05-31	Paper
Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations	2022-05-06	Paper
Equilibrium price formation with a major player and its mean field limit	2022-03-29	Paper
A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition	2022-01-28	Paper
A polynomial scheme of asymptotic expansion for backward SDEs and option pricing	2021-07-16	Paper
Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs	2019-10-11	Paper
Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions	2019-06-27	Paper
Anticipated backward SDEs with jumps and quadratic-exponential growth drivers	2019-06-25	Paper
Optimal hedging for fund and insurance managers with partially observable investment flows	2018-09-19	Paper
An FBSDE approach to American option pricing with an interacting particle method	2017-08-17	Paper
Perturbative expansion technique for non-linear FBSDEs with interacting particle method	2017-08-17	Paper
Making mean-variance hedging implementable in a partially observable market	2015-04-23	Paper
Derivative pricing under asymmetric and imperfect collateralization and CVA	2014-02-20	Paper
Momentum-space approach to asymptotic expansion for stochastic filtering	2014-02-17	Paper
ANALYTICAL APPROXIMATION FOR NON-LINEAR FBSDEs WITH PERTURBATION SCHEME	2012-10-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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