国際会議発表 (査読なし・不明)

• Mariko Ninomiya, Syoiti Ninomiya, Shigeo Kusuoka. Pricing barrier options by higher order discretization methods, The Fourth Asian Quantitative Finance Conference, Feb. 2016.
• 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. 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.
• 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.

国内会議発表 (査読なし・不明)

• 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, Dec. 2015.
• 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.

[ BibTeX 形式で保存 ]    [ 論文・著書をCSV形式で保存 ]    [ 特許をCSV形式で保存 ]