| Publication | Date of Publication | Type |
|---|
The absolute zeta function with respect to a bipartite walk on a bipartite graph
Quantum Studies: Mathematics and Foundations | 2026-03-30 | Paper |
The SIML method without microstructure noise
Japanese Journal of Statistics and Data Science | 2025-01-22 | Paper |
| The SIML method without microstructure noise | 2023-10-03 | Paper |
On the convergence order of a binary tree approximation of symmetrized diffusion processes
Mathematics and Computers in Simulation | 2023-06-29 | Paper |
Hedging error as generalized timing risk
Quantitative Finance | 2023-06-20 | Paper |
Limit theorems for iterates of the Szász-Mirakyan operator in probabilistic view
Journal of Theoretical Probability | 2023-06-05 | Paper |
Higher-order deep solver of non-linear PDEs implied by a non-linear discrete Clark-Ocone formula
JSIAM Letters | 2022-11-09 | Paper |
| scientific article; zbMATH DE number 7587667 (Why is no real title available?) | 2022-09-19 | Paper |
| scientific article; zbMATH DE number 7587712 (Why is no real title available?) | 2022-09-19 | Paper |
| scientific article; zbMATH DE number 7587713 (Why is no real title available?) | 2022-09-19 | Paper |
| scientific article; zbMATH DE number 7587769 (Why is no real title available?) | 2022-09-19 | Paper |
Heat kernel interest rate models with time-inhomogeneous Markov processes
Financial Informatics | 2022-04-29 | Paper |
An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables
Mathematics and Computers in Simulation | 2021-11-18 | Paper |
Completely solvable stochastic Hamiltonian system describing a continuous-time integrated climate-economy model
JSIAM Letters | 2021-03-30 | Paper |
Generalizations of Ho-Lee's binomial interest rate model II: randomization
JSIAM Letters | 2020-12-18 | Paper |
| The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk | 2020-12-10 | Paper |
| On distributional and asymptotic results for exponential functional of renewal -- reward processes describing risk models | 2020-09-23 | Paper |
Itô calculus for Cramér-Lundberg model
JSIAM Letters | 2020-09-14 | Paper |
An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables
(available as arXiv preprint) | 2020-01-15 | Paper |
\(p\)-conformal maps on the triangular lattice
Statistics & Probability Letters | 2019-09-05 | Paper |
Phase transitions for edge-reinforced random walks on the half-line
Electronic Communications in Probability | 2019-08-06 | Paper |
Phase transitions for edge-reinforced random walks on the half-line
Electronic Communications in Probability | 2019-08-06 | Paper |
Some results on Parisian walks
JSIAM Letters | 2019-03-18 | Paper |
Affine term structure as multi-soliton
JSIAM Letters | 2019-03-18 | Paper |
Bridge representation and modal-path approximation
Stochastic Processes and their Applications | 2018-12-28 | Paper |
| Asymptotic Static Hedge via Symmetrization | 2018-01-11 | Paper |
A discrete-time Clark-Ocone formula and its application to an error analysis
Journal of Theoretical Probability | 2017-10-23 | Paper |
| Attraction properties for general urn processes and applications to a class of interacting reinforced particle systems | 2016-02-17 | Paper |
On a symmetrization of diffusion processes
Quantitative Finance | 2015-04-08 | Paper |
A heat kernel approach to interest rate models
Japan Journal of Industrial and Applied Mathematics | 2014-08-29 | Paper |
Tau functions of KP solitons realized in Wiener space
Bulletin of the London Mathematical Society | 2013-12-11 | Paper |
An algebraic approach to the Cameron-Martin-Maruyama-Girsanov formula
Mathematical Journal of Okayama University | 2013-07-12 | Paper |
| Some simulation results on the computation of delta of path-dependent options using a discrete version of Clark-Ocone formula | 2012-06-04 | Paper |
Heat kernel interest rate models with time-inhomogeneous Markov processes
International Journal of Theoretical and Applied Finance | 2012-04-24 | Paper |
On the pricing of options written on the last exit time
Methodology and Computing in Applied Probability | 2009-12-02 | Paper |
| scientific article; zbMATH DE number 5566136 (Why is no real title available?) | 2009-06-18 | Paper |
On the quasi Gaussian interest rate models
Asia-Pacific Financial Markets | 2009-04-15 | Paper |
| Calibration of transparency risks: a note | 2008-04-10 | Paper |
Stochastic equations on compact groups in discrete negative time
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-04-03 | Paper |
What is the natural scale for a Lévy process in modelling term structure of interest rates?
Asia-Pacific Financial Markets | 2007-11-27 | Paper |
Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor
Asia-Pacific Financial Markets | 2007-08-27 | Paper |
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
Mathematical Finance | 2007-02-22 | Paper |
A discrete Itō calculus approach to He's framework for multi-factor discrete markets
Asia-Pacific Financial Markets | 2007-02-16 | Paper |
| Local Time in Parisian Walkways | 2006-04-18 | Paper |
| Discrete It\^o Formulas and Their Applications to Stochastic Numerics | 2006-03-14 | Paper |
| scientific article; zbMATH DE number 1941897 (Why is no real title available?) | 2003-06-29 | Paper |
| scientific article; zbMATH DE number 1310348 (Why is no real title available?) | 2000-02-20 | Paper |
Some formulae for a new type of path-dependent option
The Annals of Applied Probability | 1996-04-01 | Paper |
Absolute zeta functions for zeta functions of quantum cellular automata
(available as arXiv preprint) | N/A | Paper |
A quantization of interacting particle systems
(available as arXiv preprint) | N/A | Paper |
