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Syoiti Ninomiya

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2000 – 2009

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2009
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Mariko Ninomiya, Syoiti Ninomiya:
A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method. Finance Stochastics 13(3): 415-443 (2009)
2003
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Syoiti Ninomiya:
A partial sampling method applied to the Kusuoka approximation. Monte Carlo Methods Appl. 9(1): 27-38 (2003)
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Syoiti Ninomiya:
A new simulation scheme of diffusion processes: application of the Kusuoka approximation to finance problems. Math. Comput. Simul. 62(3-6): 479-486 (2003)
2002
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Takahiko Fujita, Shunji Ito, Syoiti Ninomiya:
The generalized van der Corput sequence and its application to numerical integration. Monte Carlo Methods Appl. 8(2): 149-158 (2002)

1990 – 1999

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1996
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Akira Tajima, Syoiti Ninomiya, Shu Tezuka:
On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives. WSC 1996: 360-366

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