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Kensuke Ishitani
Publication Activity (10 Years)
Years Active: 2012-2022
Publications (10 Years): 2
Top Topics
Efficient Computation
Conveyor Belt
Rule Sets
Sampling Strategy
Top Venues
JSIAM Lett.
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Publications
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Kensuke Ishitani
Sampling Brownian house-moving.
JSIAM Lett.
14 (2022)
Kensuke Ishitani
Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals.
JSIAM Lett.
9 (2017)
Kensuke Ishitani
A fast wavelet expansion technique for Vasicek multi-factor model of portfolio credit risk.
JSIAM Lett.
4 (2012)