Yuji Shinozaki

Available identifiers

zbMath Open shinozaki.yujiMaRDI QIDQ4607055

List of research outcomes

Publication	Date of Publication	Type
Numerical methods for backward stochastic differential equations: a survey	2023-05-31	Paper
Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme	2021-12-01	Paper
Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing	2019-11-04	Paper
Construction of a Third-Order K-Scheme and Its Application to Financial Models	2018-03-12	Paper

Research outcomes over time

This page was built for person: Yuji Shinozaki