Syoiti Ninomiya

Available identifiers

Publication	Date of Publication	Type
Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing	2019-11-04	Paper
A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method	2010-04-22	Paper
Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing	2008-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q5486567	2006-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q4457878	2004-03-17	Paper
A new simulation scheme of diffusion processes: Application of the Kusuoka approximation to finance problems.	2003-05-19	Paper
The generalized van der Corput sequence and its application to numerical integration	2003-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q4548749	2002-08-26	Paper
ANALYSIS OF THE ANOMALY OF ran1() GENERATOR IN MONTE CARLO PRICING OF FINANCIAL DERIVATIVES	2002-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q4512485	2001-08-13	Paper
Symbolical and geometrical characterizations of Kronecker sequences by using the accelerated Brun's algorithm	2001-03-21	Paper
https://portal.mardi4nfdi.de/entity/Q4703215	1999-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q4703289	1999-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q4216681	1999-02-21	Paper
Toward real-time pricing of complex financial derivatives	1996-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3979769	1992-06-26	Paper

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