@article{CTT100845043,
  author = {Syoiti NINOMIYA and Yuji SHINOZAKI},
  title = {Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing},
  journal = {Applied Mathematical Finance},
  year = 2019,
}

@article{CTT100586792,
  author = {Mariko Ninomiya and Syoiti Ninomiya},
  title = {A new higher-order weak approximation scheme of stochastic differential equations and the Runge-Kutta method},
  journal = {Finance and Stochastics},
  year = 2009,
}

@article{CTT100586801,
  author = {Syoiti Ninomiya and Nicolas Victoir},
  title = {Weak approximation of stochastic differential equations and application to derivative pricing},
  journal = {Applied Mathematical Finance},
  year = 2008,
}

@article{CTT100471528,
  author = {syoiti ninomiya},
  title = {A new simulation scheme of diffusion processes: application of the Kusuoka approximation fo finance problems},
  journal = {Mathematics and Computers in Simulation},
  year = 2003,
}

@article{CTT100495536,
  author = {syoiti ninomiya},
  title = {A partial sampling method applied to the Kusuoka approximation},
  journal = {Monte Carlo Methods and Applications},
  year = 2003,
}

@article{CTT100479302,
  author = {Fujita Takahiko and Ito Shunji and Ninomiya Syoiti},
  title = {The generalized van der Corput sequence and its application to numerical integration},
  journal = {Monte Carlo Methods and Applications},
  year = 2002,
}

@article{CTT100455003,
  author = {Takahiko Fujita Shunji Ito Syoiti Ninomiya},
  title = {Symbolical and geometrical characterizations of Kronecker sequences by using the accelerated Brun algorithm},
  journal = {Journal of Mathematical Sciences, The University of Tokyo},
  year = 2000,
}

@article{CTT100455000,
  author = {Akira Tajima and Shu Tezuka and Syoiti Ninomiya},
  title = {Analysis of the anomaly of ran1() generator in Monte Carlo Pricing of Financial Derivatives},
  journal = {Journal of the Operating Research Society of Japan},
  year = 1998,
}

@article{CTT100455001,
  author = {syoiti ninomiya},
  title = {Constructing a new class of low-discrepancy sequences by using the beta-adic transformations},
  journal = {Mathematics and Computers in Simulation},
  year = 1998,
}

@article{CTT100455002,
  author = {syoiti ninomiya},
  title = {On the discrepancy of the beta-adic van der Corput sequences},
  journal = {Journal of Mathematical Sciences, The University of Tokyo},
  year = 1998,
}

@article{CTT100454999,
  author = {Syoiti Ninomiya Shu Tezuka},
  title = {Toward real-time pricing of complex financial derivatives},
  journal = {Applied Mathematical Finance},
  year = 1996,
}

@article{CTT100792999,
  author = {syoiti ninomiya},
  title = {Fourier--Sato Transformation of pure sheaves},
  journal = {Journal of The Faculty of Science, The University of Tokyo Sec. IA},
  year = 1991,
}

@inproceedings{CTT100773692,
  author = {チョウ イ and 中田和秀 and 二宮祥一 and 張志鋒:},
  title = {準モンテカルロ法を用いた平均回帰金利に基づく多期間ポートフォリオ最適化},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100793107,
  author = {二宮 祥一 and 小澤 昂},
  title = {楠岡近似の構成方法のある応用について},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100793106,
  author = {Mariko Ninomiya and Syoiti Ninomiya and Shigeo Kusuoka},
  title = {Pricing barrier options by higher order discretization methods},
  booktitle = {},
  year = 2016,
}

@inproceedings{CTT100793105,
  author = {Mariko Ninomiya and Syoiti Ninomiya and Shigeo Kusuoka},
  title = {Application of the Kusuoka Approximation to pricing barrier options},
  booktitle = {},
  year = 2015,
}

@inproceedings{CTT100793108,
  author = {二宮祥一},
  title = {Estimating the lead/lag between asset price processes -- a new approach (1)},
  booktitle = {},
  year = 2014,
}

@inproceedings{CTT100793110,
  author = {二宮祥一},
  title = {楠岡近似に現われる確率変数族の構成について},
  booktitle = {},
  year = 2014,
}

@inproceedings{CTT100793111,
  author = {二宮 真理子 and 二宮 祥一},
  title = {確率微分方程式の楠岡近似を実現するソフトウェアライブラリ},
  booktitle = {},
  year = 2012,
}

@inproceedings{CTT100793102,
  author = {syoiti ninomiya and Yusuke Kubo},
  title = {A new semi-closed form solutions to some financial problems: a note on Bayer-Friz-Loeffen’s work’},
  booktitle = {},
  year = 2012,
}

@inproceedings{CTT100793104,
  author = {syoiti ninomiya},
  title = {On the higher-order weak approximation of SDEs},
  booktitle = {},
  year = 2012,
}

@inproceedings{CTT100793101,
  author = {syoiti ninomiya},
  title = {QMC and Higher order methods for SDEs},
  booktitle = {},
  year = 2012,
}

@inproceedings{CTT100793043,
  author = {Shigeo Kusuoka and Mariko Ninomiya and Syoiti Ninomiya},
  title = {Higher-order weak approximation algorithms for SDEs: Some trials on barrier option problem and higher order algorithms},
  booktitle = {},
  year = 2011,
}

@inproceedings{CTT100793040,
  author = {syoiti ninomiya and mariko ninomiya},
  title = {A higher-order weak approximation method of SDEs and the Runge--Kutta method},
  booktitle = {},
  year = 2009,
}

@inproceedings{CTT100793042,
  author = {syoiti ninomiya and mariko ninomiya},
  title = {On an extension of a higher-order weak approximation method for SDEs},
  booktitle = {},
  year = 2009,
}

@inproceedings{CTT100793113,
  author = {二宮祥一},
  title = {確率微分方程式の新しい弱近似法: 楠岡近似とそれを実現するアルゴリズム},
  booktitle = {},
  year = 2009,
}

@inproceedings{CTT100793041,
  author = {syoiti ninomiya and mariko ninomiya},
  title = {A higher-order weak approximation method of SDEs.},
  booktitle = {},
  year = 2009,
}

@inproceedings{CTT100793115,
  author = {二宮祥一},
  title = {Kusuoka Scheme: A new weak approximation methods of diffusion processes},
  booktitle = {},
  year = 2008,
}

@inproceedings{CTT100793116,
  author = {二宮祥一},
  title = {楠岡近似のアルゴリズムについて},
  booktitle = {},
  year = 2008,
}

@inproceedings{CTT100793039,
  author = {syoiti ninomiya},
  title = {Uniformly distributed sequences and their applications},
  booktitle = {},
  year = 2007,
}

@inproceedings{CTT100793038,
  author = {syoiti ninomiya},
  title = {Applications of Low-discrepancy sequences in practice},
  booktitle = {},
  year = 2007,
}

@inproceedings{CTT100793037,
  author = {syoiti ninomiya},
  title = {On the algorithms for the Kusuoka scheme'},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100793034,
  author = {syoiti ninomiya},
  title = {A new simulation method of diffusion processes applied to finance},
  booktitle = {Stochastic processes and application to mathematical finance, Proceedings of the Ritsumeikan International Symposium},
  year = 2004,
}

@inproceedings{CTT100793033,
  author = {syoiti ninomiya},
  title = {Partial sampling methods applied to the Kusuoka approximation},
  booktitle = {},
  year = 2002,
}

@inproceedings{CTT100793031,
  author = {syoiti ninomiya},
  title = {Partial sampling problem in the Kusuoka approximation},
  booktitle = {},
  year = 2002,
}

@inproceedings{CTT100793032,
  author = {syoiti ninomiya},
  title = {Kusuoka's simulation scheme applied to finance problems},
  booktitle = {},
  year = 2002,
}

@inproceedings{CTT100793030,
  author = {syoiti ninomiya},
  title = {Generalized van der Corput sequence and its application to Numerical Integration},
  booktitle = {},
  year = 2000,
}

@inproceedings{CTT100793029,
  author = {syoiti ninomiya},
  title = {Kronecker sequences, accelerated Brun's alghorithm, and stepped surfaces},
  booktitle = {},
  year = 1999,
}

@inproceedings{CTT100793027,
  author = {syoiti ninomiya},
  title = {Constructing a new class of low-discrepancy sequences by using an ergodic transformation},
  booktitle = {},
  year = 1998,
}

@inproceedings{CTT100793028,
  author = {syoiti ninomiya},
  title = {On the discrepancy of β-adic van der Corput sequences},
  booktitle = {},
  year = 1997,
}

@misc{CTT100845044,
  author = {二宮 祥一},
  title = {確率論的手法による確率微分方程式の高次弱近似法について},
  year = 2020,
}

@misc{CTT100455005,
  author = {二宮祥一},
  title = {金融の現場におけるシミュレーション},
  year = 2000,
}

@misc{CTT100455006,
  author = {二宮祥一},
  title = {デリバティブってなに?},
  year = 2000,
}

@misc{CTT100455004,
  author = {二宮 祥一 田島玲 水田秀行},
  title = {金融リスク管理におけるITの最前線},
  year = 1998,
}

@misc{CTT100596468,
  author = {二宮祥一},
  title = {一様分布列の食い違い量および低食い違い量列の力学系的特徴付},
  year = 1999,
}



@phdthesis{CTT100596468,
  author = {二宮祥一},
  title = {一様分布列の食い違い量および低食い違い量列の力学系的特徴付},
  school = {東京大学},
  year = 1999,
}