On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives. - Akira Tajima; Syoiti Ninomiya; Shu Tezuka (WSC, 1996)

The generalized van der Corput sequence and its application to numerical integration. - Takahiko Fujita; Shunji Ito; Syoiti Ninomiya (Monte Carlo Methods Appl., 2002)

A partial sampling method applied to the Kusuoka approximation. - Syoiti Ninomiya (Monte Carlo Methods Appl., 2003)

A new simulation scheme of diffusion processes: application of the Kusuoka approximation to finance problems. - Syoiti Ninomiya (Math. Comput. Simul., 2003)

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

A new architecture of high-order deep neural networks that learn martingales. - Syoiti Ninomiya; Yuming Ma (CoRR, 2025)