Central limit theorem for the realized volatility based on tick time sampling. - Masaaki Fukasawa (Finance Stochastics, 2010)

Asymptotic analysis for stochastic volatility: martingale expansion. - Masaaki Fukasawa (Finance Stochastics, 2011)

Efficient discretization of stochastic integrals. - Masaaki Fukasawa (Finance Stochastics, 2014)

Asymptotic replication with modified volatility under small transaction costs. - Jiatu Cai; Masaaki Fukasawa (Finance Stochastics, 2016)

Optimal Discretization of Hedging Strategies with Directional Views. - Jiatu Cai; Masaaki Fukasawa; Mathieu Rosenbaum; Peter Tankov (SIAM J. Financial Math., 2016)

Equilibrium returns with transaction costs. - Bruno Bouchard 002; Masaaki Fukasawa; Martin Herdegen; Johannes Muhle-Karbe (Finance Stochastics, 2018)

The microstructural foundations of leverage effect and rough volatility. - Omar El Euch; Masaaki Fukasawa; Mathieu Rosenbaum (Finance Stochastics, 2018)

Perfect hedging under endogenous permanent market impacts. - Masaaki Fukasawa; Mitja Stadje (Finance Stochastics, 2018)

Short-Term At-the-Money Asymptotics under Stochastic Volatility Models. - Omar El Euch; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum (SIAM J. Financial Math., 2019)

A New Discretization Scheme for One Dimensional Stochastic Differential Equations Using Time Change Method. - Masaaki Fukasawa; Mitsumasa Ikeda (CoRR, 2020)

Limit distributions for the discretization error of stochastic Volterra equations. - Masaaki Fukasawa; Takuto Ugai (CoRR, 2021)

Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models. - Christian Bayer 001; Masaaki Fukasawa; Shonosuke Nakahara (SIAM J. Financial Math., 2022)

Weak Error Rates for Numerical Schemes of Nonsingular Stochastic Volterra Equations with Application to Stochastic Volatility Models. - Pierre Bras; Masaaki Fukasawa (SIAM J. Financial Math., 2025)