Publication Search Results
Exact matches for:
- Author = Kashima K
1.
Kashima K, Kawai R
Kenji Kashima and Reiichiro Kawai:
On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming,
SIAM Journal on Scientific Computing,
35
(2013),
no. 1,
A1–A21.
2.
Kashima K, Kawai R
Kenji Kashima and Reiichiro Kawai:
Lévy processes - a generalization of white noise,
ISCIE Journal 'Systems, Control and Information',
55
(2011),
no. 12,
505–512.
3.
Kashima K, Kawai R
Kenji Kashima and Reiichiro Kawai:
An optimization approach to weak approximation of stochastic differential equations with jumps,
Applied Numerical Mathematics,
61
(2011),
no. 5,
641–650.
4.
Kashima K, Kawai R
Kenji Kashima and Reiichiro Kawai:
A weak approximation of stochastic differential equations with jumps through tempered polynomial optimization,
Stochastic Models,
27
(2011),
no. 1,
26–49.
5.
Kashima K, Kawai R
Kenji Kashima and Reiichiro Kawai:
An optimization approach to weak approximation of Lévy-driven stochastic differential equations,
Perspective in Mathematical System Theory, Control, and Signal Processing,
Springer,
Berlin Heidelberg,
(2010),
263–272.
ISBN 978-3-540-93917-7.
6.
Kashima K, Kawai R
Kenji Kashima and Reiichiro Kawai:
An optimization approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricing,
Proceedings of the 48th IEEE Conference on,
Joint 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference,
Alessandro Astolfi, Thomas Parisini (eds.),
IEEE,
Shanghai,
(2009),
3673–3678.
ISBN 0191-2216.
7.
Kashima K, Kawai R
Kenji Kashima and Reiichiro Kawai:
Polynomial programming approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricing,
ICCAS-SICE 2009,
ICROS-SICE International Joint Conference 2009,
Kiyotaka Izumi, Kang-Bak Park, Keiki Takadama (eds.),
IEEE,
Tokyo, Japan,
(2009),
3902–3907.
ISBN 978-4-907764-33-3.
| Number of matches: 7 |