Toshihiro Yamada

Identifiers

• name variant Toshihiro Yamada 0.60 · backfill

Papers (4)

1. A weak approximation with asymptotic expansion and multidimensional Malliavin weights math.PR · 2016 · author #2
2. An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model q-fin.CP · 2013 · author #3
3. Strong Convergence for Euler-Maruyama and Milstein Schemes with Asymptotic Method q-fin.CP · 2012 · author #2
4. A Semi-group Expansion for Pricing Barrier Options q-fin.CP · 2012 · author #3

Mentions

• 1210.0670 #2 · arxiv_oai · confidence 0.70 Toshihiro Yamada
• 1302.3306 #3 · backfill · confidence 0.70 Toshihiro Yamada
• 1210.0670 #2 · backfill · confidence 0.70 Toshihiro Yamada
• 1202.3002 #3 · backfill · confidence 0.70 Toshihiro Yamada

Frequent Coauthors

• Akihiko Takahashi 3 shared papers
• Takashi Kato 2 shared papers
• Hideyuki Tanaka 1 shared papers