A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting. - Naho Akiyama; Toshihiro Yamada (Monte Carlo Methods Appl., 2022)

Discrete Bismut formula: Conditional integration by parts and a representation for delta hedging process. - Naho Akiyama; Toshihiro Yamada (Risk Decis. Anal., 2023)

A weak approximation for Bismut's formula: An algorithmic differentiation method. - Naho Akiyama; Toshihiro Yamada (Math. Comput. Simul., 2024)