@inproceedings{CTT100599539, author = {Kenji KASHIMA and Reiichiro Kawai}, title = {An optimization approach to weak approximation of Levy-driven stochastic defferential equations with application to option pricing}, booktitle = {計測自動制御学会第9回制御部門大会資料 FC24}, year = 2009, } @inproceedings{CTT100599544, author = {Kenji Kashima and Reiichiro Kawai}, title = {Polynomial Programming Approach to Weak Approximation of Levy-driven Stochastic Differential Equations with Application to Option Pricing}, booktitle = {ICROS-SICE Int’l Joint Conf. 2009 (ICCAS-SICE 2009)}, year = 2009, }