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2003 | ||
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2 | EE | Syoiti Ninomiya: A new simulation scheme of diffusion processes: application of the Kusuoka approximation to finance problems. Mathematics and Computers in Simulation 62(3-6): 479-486 (2003) |
1996 | ||
1 | EE | Akira Tajima, Syoiti Ninomiya, Shu Tezuka: On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives. Winter Simulation Conference 1996: 360-366 |
1 | Akira Tajima | [1] |
2 | Shu Tezuka | [1] |