Naho Akiyama

According to our database¹, Naho Akiyama authored at least 3 papers between 2022 and 2024.

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2024

A weak approximation for Bismut's formula: An algorithmic differentiation method.

[BibT_eX]

[DOI]

Math. Comput. Simul., February, 2024

2023

Discrete Bismut formula: Conditional integration by parts and a representation for delta hedging process.

[BibT_eX]

[DOI]

Risk Decis. Anal., 2023

2022

A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting.

[BibT_eX]

[DOI]

Monte Carlo Methods Appl., 2022