Toshiki Okumura

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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
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


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