"Kenji KASHIMA,Reiichiro Kawai","An optimization approach to weak approximation of Levy-driven stochastic defferential equations with application to option pricing","計測自動制御学会第9回制御部門大会","計測自動制御学会第9回制御部門大会資料 FC24",,,,,2009,Mar.
"Kenji Kashima,Reiichiro Kawai","Polynomial Programming Approach to Weak Approximation of Levy-driven Stochastic Differential Equations with Application to Option Pricing",,"ICROS-SICE Int’l Joint Conf. 2009 (ICCAS-SICE 2009)",,,,"pp. 3902/3907",2009,