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Syoiti Ninomiya
Information about the author Syoiti Ninomiya will soon be added to the site.
Found
2 papers
in total
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Weak approximation of stochastic differential equations and application to derivative pricing
2008
A new, simple algorithm of order 2 is presented to approximate weakly stochastic...
Analysis of the anomaly of ran1() generator in Monte Carlo pricing of financial derivatives
1998
Recently, Paskov reported that the use of a certain pseudo-random number generator,...
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