Yuji Shinozaki

Yuji Shinozaki

Tokyo Institute of Technology - Tokyo / Japan
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4866030
東京工業大学
person_outline Yuji Shinozaki's MOST POPULAR ARTICLES
1-) Numerical methods for backward stochastic differential equations: A surveyJ Chessari, R Kawai, Y Shinozaki, T YamadaProbability Surveys 20, 486-567, 2023102023
2-) Construction of a third-order K-scheme and its application to financial modelsY ShinozakiSIAM Journal on Financial Mathematics 8 (1), 901-932, 2017102017
3-) Higher-order discretization methods of forward-backward SDEs using KLNV-scheme and their applications to XVA pricingS Ninomiya, Y ShinozakiApplied Mathematical Finance 26 (3), 257-292, 201972019
4-) Higher order K-scheme and application to derivative pricingY ShinozakiProceedings of the ISCIE International Symposium on Stochastic Systems …, 201642016
5-) On implementation of high-order recombination and its application to weak approximations of stochastic differential equationsS Ninomiya, Y ShinozakiProceedings of the NFA 29th Annual Conference, 202132021