Syoiti Ninomiya

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2003

2 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 Akira Tajima, Syoiti Ninomiya, Shu Tezuka: On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives. Winter Simulation Conference 1996: 360-366

	2003
2		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		Akira Tajima, Syoiti Ninomiya, Shu Tezuka: On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives. Winter Simulation Conference 1996: 360-366

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