Concepedia

Toshihiro Yamada

TY

18

Publications

383

Citations

12

H-Index

2009

Active since

Affiliations

The University of Tokyo(Current)

Hitotsubashi University

Japan University of Economics

Mitsubishi Group (Japan)

Japan Science and Technology Agency

Toshihiro Yamada is an author at The University of Tokyo specializing in engineering, numerical analysis, and approximation theory.

Top concepts

EngineeringNumerical AnalysisStochastic CalculusApproximation TheoryStochastic AnalysisOption PricingStochastic Differential EquationsBusinessAsset PricingMultivariate Stochastic Volatility

Publications per year

2009–2022

18

Publications

18

An Asymptotic Expansion with Push-Down of Malliavin Weights

Akihiko Takahashi, Toshihiro Yamada · SIAM Journal on Financial Mathematics · 2012 · 85 citations

Pade Approximation, Option Pricing, Multivariate Stochastic Volatility +15

An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions

Toshihiro Yamada · SIAM Journal on Numerical Analysis · 2019 · 34 citations

Numerical Analysis, Large Deviations, Engineering +19

On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model

Akihiko Takahashi, Toshihiro Yamada · Mathematics of Operations Research · 2014 · 31 citations

Engineering, Stochastic Analysis, Stochastic Phenomenon +17

Pricing Discrete Barrier Options Under Stochastic Volatility

Kenichiro Shiraya, Akihiko Takahashi, Toshihiro Yamada · Asia-Pacific Financial Markets · 2011 · 27 citations

Option Pricing, Multivariate Stochastic Volatility, Asset Pricing +4

Short-term fasting increases skeletal muscle lipid content in association with enhanced mRNA levels of lipoprotein lipase 1 in lean juvenile red seabream (Pagrus major)

Gen Kaneko, Hirohito Shirakami, Toshihiro Yamada et al. · Aquaculture · 2015 · 23 citations

Biology, Animal Physiology, Lipid Analysis +11

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