Yamamoto Yusaku

Yusaku Yamamoto

Information about the author Yusaku Yamamoto will soon be added to the site.
Found 2 papers in total
Error analysis for matrix eigenvalue algorithm based on the discrete hungry Toda equation
Error analysis for matrix eigenvalue algorithm based on the discrete hungry Toda equation
2012
Based on the integrable discrete hungry Toda (dhToda) equation, the authors designed...
Application of the fast Gauss transform to option pricing
Application of the fast Gauss transform to option pricing
2003
In many of the numerical methods for pricing American options based on the dynamic...
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