Akihiro Kaneko

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Person:5047143



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
Multi-stage Euler-Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains2023-11-15Paper
A numerical method for solving high-dimensional backward stochastic difference equations using sparse grids
JSIAM Letters
2022-11-09Paper


Research outcomes over time


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