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