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Naho Akiyama
Publication Activity (10 Years)
Years Active: 2022-2024
Publications (10 Years): 3
Top Topics
Numerical Scheme
Pairwise
Operator Splitting
High Order
Top Venues
Math. Comput. Simul.
Monte Carlo Methods Appl.
Risk Decis. Anal.
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Publications
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Naho Akiyama
,
Toshihiro Yamada
A weak approximation for Bismut's formula: An algorithmic differentiation method.
Math. Comput. Simul.
216 (2024)
Naho Akiyama
,
Toshihiro Yamada
Discrete Bismut formula: Conditional integration by parts and a representation for delta hedging process.
Risk Decis. Anal.
9 (1) (2023)
Naho Akiyama
,
Toshihiro Yamada
A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting.
Monte Carlo Methods Appl.
28 (2) (2022)