The following pages link to Syoiti Ninomiya (Q964683):
Displaying 16 items.
- A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
- A new simulation scheme of diffusion processes: Application of the Kusuoka approximation to finance problems. (Q1873069) (← links)
- (Q2705425) (← links)
- The generalized van der Corput sequence and its application to numerical integration (Q3148743) (← links)
- Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (Q3502205) (← links)
- (Q3979769) (← links)
- (Q4216681) (← links)
- (Q4457878) (← links)
- (Q4512485) (← links)
- ANALYSIS OF THE ANOMALY OF ran1() GENERATOR IN MONTE CARLO PRICING OF FINANCIAL DERIVATIVES (Q4538107) (← links)
- Toward real-time pricing of complex financial derivatives (Q4541528) (← links)
- (Q4548749) (← links)
- (Q4703215) (← links)
- (Q4703289) (← links)
- Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)
- (Q5486567) (← links)
