Toshiki Okumura

From MaRDI portal
(Redirected from Toshiki Okumura)



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
On a construction of strong solutions for stochastic differential equations with non-Lipschitz coefficients: a priori estimates approach
Lecture Notes in Mathematics
2020-10-20Paper
A numerical scheme for expectations with first hitting time to smooth boundary
Asia-Pacific Financial Markets
2019-11-28Paper
A numerical scheme based on semi-static hedging strategy
Monte Carlo Methods and Applications
2015-01-22Paper


Research outcomes over time


This page was built for person: Toshiki Okumura