Mariko Ninomiya

Publication Activity (10 Years)

Years Active: 2009-2010
Publications (10 Years): 0

Publications

Mariko Ninomiya
Application of the Kusuoka approximation with a tree-based branching algorithm to the pricing of interest-rate derivatives under the HJM model. LMS J. Comput. Math. 13 (2010)
Mariko Ninomiya, Syoiti Ninomiya
A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method. Finance Stochastics 13 (3) (2009)