"Mariko Ninomiya,Syoiti Ninomiya,Shigeo Kusuoka","Pricing barrier options by higher order discretization methods","The Fourth Asian Quantitative Finance Conference",,,,,,2016,Feb. "Mariko Ninomiya,Syoiti Ninomiya,Shigeo Kusuoka","Application of the Kusuoka Approximation to pricing barrier options","The 47th ISCIE International Symposium on Stochastic Systems Theory and Its Applications",,,,,,2015,Dec. "二宮 真理子,二宮 祥一","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","情報化ネットワーク 社会に向けた高度な専門的数理技術ライブラリの研究と開発",,,,,,2012, "Shigeo Kusuoka,Mariko Ninomiya,Syoiti Ninomiya","Higher-order weak approximation algorithms for SDEs: Some trials on barrier option problem and higher order algorithms","Stochastic PDEs",,,,,,2011, "syoiti ninomiya,mariko ninomiya","On an extension of a higher-order weak approximation method for SDEs","Workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs",,,,,,2009, "syoiti ninomiya,mariko ninomiya","A higher-order weak approximation method of SDEs.","Computational Finance",,,,,,2009, "syoiti ninomiya,mariko ninomiya","A higher-order weak approximation method of SDEs and the Runge--Kutta method","Conference on small time asymptotics, perturbation theory and heat kernel methods in mathematical finance,",,,,,,2009,