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Syoiti Ninomiya · Study

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Syoiti Ninomiya

4 works· latest 2009· 1 institutionscluster: provisional

h-index4

i104

Citations278

Works here4

03

08

09

Most cited in this library

Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing2008 · 175 citations
A new higher-order weak approximation scheme for stochastic differential equations and the Runge–Kutta method2009 · 56 citations
A partial sampling method applied to the Kusuoka approximation2003 · 24 citations
A new simulation scheme of diffusion processes: application of the Kusuoka approximation to finance problems2003 · 23 citations

Works

4 shown

A new higher-order weak approximation scheme for stochastic differential equations and the Runge–Kutta method

Finance and Stochastics·2009·2 authors·Open access

56citations

Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing

Applied Mathematical Finance·2008·2 authors·Open access

175citations

A new simulation scheme of diffusion processes: application of the Kusuoka approximation to finance problems

Mathematics and Computers in Simulation·2003·1 author

23citations

A partial sampling method applied to the Kusuoka approximation

Monte Carlo Methods and Applications·2003·1 author

24citations