Concepedia

Syoiti Ninomiya

SN

8

Publications

448

Citations

8

H-Index

1996

Active since

Affiliations

Tokyo Institute of Technology(Current)

Syoiti Ninomiya is an author at Tokyo Institute of Technology specializing in engineering, numerical analysis, and approximation theory.

Top concepts

EngineeringNumerical AnalysisStochastic CalculusApproximation TheoryStatisticsStochastic Differential EquationsFinanceOption PricingStochastic AnalysisFinancial Engineering

Publications per year

1996–2009

8

Publications

8

Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing

Syoiti Ninomiya, Nicolas Victoir · Applied Mathematical Finance · 2008 · 174 citations · Full text

Numerical Analysis, Option Pricing, Multivariate Stochastic Volatility +14

Toward real-time pricing of complex financial derivatives

Syoiti Ninomiya, Shu Tezuka · Applied Mathematical Finance · 1996 · 107 citations

Mathematical Programming, Computational Finance, Engineering +13

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

Mariko Ninomiya, Syoiti Ninomiya · Finance and Stochastics · 2009 · 55 citations · Full text

Numerical Analysis, Engineering, Stochastic Analysis +18

Constructing a new class of low-discrepancy sequences by using the β-adic transformation

Syoiti Ninomiya · Mathematics and Computers in Simulation · 1998 · 29 citations

Sequence Design, New Class, β-Adic Transformation +1

A partial sampling method applied to the Kusuoka approximation

Syoiti Ninomiya · Monte Carlo Methods and Applications · 2003 · 26 citations

Numerical Analysis, Stochastic Simulation, Engineering +15

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