Projects per year
UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. Our work contributes towards the following SDG(s):
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space
Kannari, M., Naito, R. & Yamada, T., 2024/02, In: Entropy. 26, 2, 119.Research output: Contribution to journal › Article › peer-review
Open Access -
Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space
Translated title of the contribution :Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space Research output: Contribution to journal › Article › peer-review
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Pricing high-dimensional Bermudan options using deep learning and high-order weak approximation
Naito, R. & Yamada, T., 2024, In: Journal of Computational Finance.Research output: Contribution to journal › Article › peer-review