The following pages link to Toshihiro Yamada (Q292907):
Displaying 35 items.
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- A formula of small time expansion for Young SDE driven by fractional Brownian motion (Q893911) (← links)
- An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
- Weak Milstein scheme without commutativity condition and its error bound (Q1635492) (← links)
- A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (Q1713860) (← links)
- Pricing discrete barrier options under stochastic volatility (Q1929151) (← links)
- High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
- A weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274) (← links)
- A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
- Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
- Acceleration of automatic differentiation of solutions to parabolic partial differential equations: a higher order discretization (Q2220742) (← links)
- A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (Q2293285) (← links)
- A third-order weak approximation of multidimensional Itô stochastic differential equations (Q2315350) (← links)
- A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720) (← links)
- A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (Q2357445) (← links)
- A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515) (← links)
- An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191) (← links)
- A Small Noise Asymptotic Expansion for Young SDE Driven by Fractional Brownian Motion: A Sharp Error Estimate With Malliavin Calculus (Q3194571) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328) (← links)
- An Asymptotic Expansion with Push-Down of Malliavin Weights (Q4902206) (← links)
- A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
- Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839) (← links)
- STRONG CONVERGENCE FOR EULER–MARUYAMA AND MILSTEIN SCHEMES WITH ASYMPTOTIC METHOD (Q4979887) (← links)
- Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (Q5029930) (← links)
- A second-order discretization for degenerate systems of stochastic differential equations (Q5077074) (← links)
- Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
- A weak approximation for Bismut's formula: an algorithmic differentiation method (Q6129197) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
- Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)
