A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method. - Mariko Ninomiya; Syoiti Ninomiya (Finance Stochastics, 2009)

Application of the Kusuoka approximation with a tree-based branching algorithm to the pricing of interest-rate derivatives under the HJM model. - Mariko Ninomiya (LMS J. Comput. Math., 2010)