Syoiti Ninomiya

According to our database, Syoiti Ninomiya authored at least 5 papers between 1996 and 2009.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2009

A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method.

Mariko Ninomiya, Syoiti Ninomiya

Finance Stochastics, 2009

2003

A new simulation scheme of diffusion processes: application of the Kusuoka approximation to finance problems.

Syoiti Ninomiya

Math. Comput. Simul., 2003

A partial sampling method applied to the Kusuoka approximation.

Syoiti Ninomiya

Monte Carlo Methods Appl., 2003

2002

The generalized van der Corput sequence and its application to numerical integration.

Takahiko Fujita, Shunji Ito, Syoiti Ninomiya

Monte Carlo Methods Appl., 2002

1996

On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives.

Akira Tajima, Syoiti Ninomiya, Shu Tezuka

Proceedings of the 28th conference on Winter simulation, 1996