Kenta Yamamoto

Available identifiers

zbMath Open yamamoto.kentaMaRDI QIDQ442266

List of research outcomes

Publication	Date of Publication	Type
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing	2021-09-03	Paper
Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis	2019-08-12	Paper
A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation	2019-01-30	Paper
The optimal tolerance of uniform observation error for mobile robot convergence	2012-08-10	Paper
Convergence of Mobile Robots with Uniformly-Inaccurate Sensors	2010-02-24	Paper

Research outcomes over time

This page was built for person: Kenta Yamamoto