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Takahiro Tsuchiya

Identifiers

  • name variant Takahiro Tsuchiya 0.60 · backfill

Papers (6)

  1. Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations math.PR · 2018 · author #2
  2. Stability problems for Cantor stochastic differential equations math.PR · 2016 · author #2
  3. Convergence rate of stability problems of SDEs with (dis-)continuous coefficients math.PR · 2014 · author #2
  4. Defaultable Bonds via HKA q-fin.CP · 2011 · author #2
  5. A Heat Kernel Approach to Interest Rate Models q-fin.PR · 2009 · author #4
  6. What is the natural scale for a L\'evy process in modelling term structure of interest rates? math.PR · 2006 · author #2

Mentions

  • 1806.01493 #2 · arxiv_oai · confidence 0.70 Takahiro Tsuchiya
  • 1401.4542 #2 · backfill · confidence 0.70 Takahiro Tsuchiya
  • 1103.4541 #2 · backfill · confidence 0.70 Takahiro Tsuchiya
  • 0910.5033 #4 · backfill · confidence 0.70 Takahiro Tsuchiya

Frequent Coauthors