Kenji Kashima

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Reiichiro Kawai

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Publications

2013
[j12]
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Kenji Kashima, Reiichiro Kawai:
On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming. SIAM J. Sci. Comput. 35(1) (2013)
2009
[c9]
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Kenji Kashima, Reiichiro Kawai:
An optimization approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricing. CDC 2009: 3673-3678

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