Akihiro Tanaka

Available identifiers

zbMath Open tanaka.akihiroMaRDI QIDQ441254

List of research outcomes

Publication	Date of Publication	Type
Weak Approximation for a Black-Scholes Type Regime Switching Model	2025-01-27	Paper
Notes on backward stochastic differential equations for computing XVA	2024-04-03	Paper
Lq-error estimates for approximation of irregular functionals of random vectors	2022-01-27	Paper
On a Monte Carlo scheme for some linear stochastic partial differential equations	2021-07-14	Paper
Polyhedral approximations of the semidefinite cone and their application	2021-06-01	Paper
On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition	2020-10-20	Paper
Probability density function of SDEs with unbounded and path-dependent drift coefficient	2020-09-02	Paper
Remarks on an arbitrage-free condition for XVA	2019-10-09	Paper
Probability density function of SDEs with unbounded and path--dependent drift coefficient	2018-11-17	Paper
LP-based tractable subcones of the semidefinite plus nonnegative cone	2018-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q5501735	2015-08-14	Paper
A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts	2012-08-20	Paper

Research outcomes over time

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