Syoiti Ninomiya

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!

Publication	Date of Publication	Type
Higher-order discretization methods of forward-backward SDEs using KLNV-scheme and their applications to XVA pricing Applied Mathematical Finance	2019-11-04	Paper
A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method Finance and Stochastics	2010-04-22	Paper
Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing Applied Mathematical Finance	2008-05-22	Paper
scientific article; zbMATH DE number 5052229 (Why is no real title available?)	2006-09-11	Paper
scientific article; zbMATH DE number 2059614 (Why is no real title available?)	2004-03-17	Paper
A new simulation scheme of diffusion processes: Application of the Kusuoka approximation to finance problems. Mathematics and Computers in Simulation	2003-05-19	Paper
The generalized van der Corput sequence and its application to numerical integration Monte Carlo Methods and Applications	2003-04-06	Paper
scientific article; zbMATH DE number 1789158 (Why is no real title available?)	2002-08-26	Paper
ANALYSIS OF THE ANOMALY OF ran1() GENERATOR IN MONTE CARLO PRICING OF FINANCIAL DERIVATIVES Journal of the Operations Research Society of Japan	2002-07-11	Paper
scientific article; zbMATH DE number 1525218 (Why is no real title available?)	2001-08-13	Paper
Symbolical and geometrical characterizations of Kronecker sequences by using the accelerated Brun's algorithm RIMS Kokyuroku	2001-03-21	Paper
scientific article; zbMATH DE number 1377780 (Why is no real title available?)	1999-12-14	Paper
scientific article; zbMATH DE number 1377841 (Why is no real title available?)	1999-12-14	Paper
scientific article; zbMATH DE number 1218127 (Why is no real title available?)	1999-02-21	Paper
Toward real-time pricing of complex financial derivatives Applied Mathematical Finance	1996-01-01	Paper
scientific article; zbMATH DE number 20494 (Why is no real title available?)	1992-06-26	Paper

Research outcomes over time

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