Yusuke Morimoto
From MaRDI portal
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 |
|---|---|---|
| Algebraic structure of vector fields in financial diffusion models and its applications Quantitative Finance | 2018-11-19 | Paper |
| Implicit American Monte Carlo methods for nonlinear functional of future portfolio value Japan Journal of Industrial and Applied Mathematics | 2017-12-12 | Paper |
| Least square regression methods for Bermudan derivatives and systems of functions Advances in Mathematical Economics | 2016-01-19 | Paper |
| Application of Stochastic Mesh Method to Efficient Approximation of CVA | 2015-10-15 | Paper |
| Stochastic mesh methods for Hörmander type diffusion processes Advances in Mathematical Economics | 2015-07-08 | Paper |
Research outcomes over time
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