Syoiti Ninomiya

Publication Activity (10 Years)

Years Active: 1996-2009
Publications (10 Years): 0

Publications

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)
Syoiti Ninomiya
A partial sampling method applied to the Kusuoka approximation. Monte Carlo Methods Appl. 9 (1) (2003)
Syoiti Ninomiya
A new simulation scheme of diffusion processes: application of the Kusuoka approximation to finance problems. Math. Comput. Simul. 62 (3-6) (2003)
Takahiko Fujita, Shunji Ito, Syoiti Ninomiya
The generalized van der Corput sequence and its application to numerical integration. Monte Carlo Methods Appl. 8 (2) (2002)
Akira Tajima, Syoiti Ninomiya, Shu Tezuka
On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives. WSC (1996)