The following pages link to Masaaki Fujii (Q1999910):
Displaying 17 items.
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- An FBSDE approach to American option pricing with an interacting particle method (Q2013320) (← links)
- Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321) (← links)
- Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (Q2326984) (← links)
- Momentum-space approach to asymptotic expansion for stochastic filtering (Q2434137) (← links)
- ANALYTICAL APPROXIMATION FOR NON-LINEAR FBSDEs WITH PERTURBATION SCHEME (Q3166711) (← links)
- Optimal hedging for fund and insurance managers with partially observable investment flows (Q4683056) (← links)
- A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
- A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (Q5024047) (← links)
- Equilibrium price formation with a major player and its mean field limit (Q5066570) (← links)
- Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Q5074077) (← links)
- Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium (Q5080129) (← links)
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
- Making mean-variance hedging implementable in a partially observable market (Q5247228) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
- Derivative pricing under asymmetric and imperfect collateralization and CVA (Q5397416) (← links)
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485) (← links)
