Mariko Ninomiya

According to our database, Mariko Ninomiya authored at least 2 papers between 2009 and 2010.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2010

Application of the Kusuoka approximation with a tree-based branching algorithm to the pricing of interest-rate derivatives under the HJM model.

Mariko Ninomiya

LMS J. Comput. Math., 2010

2009

A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method.

Mariko Ninomiya, Syoiti Ninomiya

Finance Stochastics, 2009