Kenta Yamamoto

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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!

PublicationDate of PublicationType
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Quantitative Finance
2021-09-03Paper
Second order discretization of Bismut-Elworthy-Li formula: application to sensitivity analysis
SIAM/ASA Journal on Uncertainty Quantification
2019-08-12Paper
A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation
Monte Carlo Methods and Applications
2019-01-30Paper
The optimal tolerance of uniform observation error for mobile robot convergence
Theoretical Computer Science
2012-08-10Paper
Convergence of Mobile Robots with Uniformly-Inaccurate Sensors
Structural Information and Communication Complexity
2010-02-24Paper


Research outcomes over time


This page was built for person: Kenta Yamamoto