Activities per year
Activities
- 9 Oral presentation
- 9 results
Search results
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Remark on expansion for utility indifference pricing problems
Kannari, M. (Speaker), Naito, R. (Speaker) & Yamada, T. (Speaker)
2024/03/05Activity: Talk or presentation › Oral presentation
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Neural network SDE simulator
Naito, R. (Speaker) & Yamada, T. (Speaker)
2024/02/18Activity: Talk or presentation › Oral presentation
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Deep Learning-Based Expansion Around Elliptic Diffusions
Naito, R. (Speaker) & Yamada, T. (Speaker)
2023/12/04Activity: Talk or presentation › Oral presentation
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New deep learning-based algorithms for high-dimensional Bermudan option pricing
Naito, R. (Speaker) & Yamada, T. (Speaker)
2023/08/24Activity: Talk or presentation › Oral presentation
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A deep learning-based efficient approximation for high-dimensional nonlinear PDEs : application to CVA computation
Naito, R. (Speaker)
2022/10/21Activity: Talk or presentation › Oral presentation
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A deep learning-based high-order operator splitting method for high-dimensional nonlinear parabolic PDEs via Malliavin calculus: application to CVA computation
Naito, R. (Speaker) & Yamada, T. (Speaker)
2022/05/04Activity: Talk or presentation › Oral presentation
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Deep learning-based higher order discretization for nonlinear PDEs with application to finance
Naito, R. (Speaker) & Yamada, T. (Speaker)
2021/12/20Activity: Talk or presentation › Oral presentation
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Deep asymptotic expansion: Application to financial mathematics
Iguchi, Y. (Speaker), Naito, R. (Speaker), Okano, Y. (Speaker), Takahashi, A. (Speaker) & Yamada, T. (Speaker)
2021/12/08Activity: Talk or presentation › Oral presentation
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A higher order weak approximation of McKean-Vlasov type SDEs
Naito, R. (Speaker)
2021/11/11Activity: Talk or presentation › Oral presentation