Riu Naito

Keyphrases

1. Weak Approximation 100%
2. Asymptotic Expansion 52%
3. Deep Learning Methods 52%
4. Spatial Approximation 43%
5. Stochastic Differential Equations 39%
6. High-order 39%
7. Path Space 34%
8. Stochastic Control Problem 34%
9. Asymptotic Expansion Method 34%
10. Malliavin Calculus 34%
11. Kolmogorov Equation 34%
12. Brownian Motion 30%
13. Numerical Experiments 26%
14. Numerical Examples 23%
15. Computational Scheme 21%
16. Kusuoka Approximation 17%
17. Financial Mathematics 17%
18. Operator Splitting Method 17%
19. High-order Operators 17%
20. Nonlinear Parabolic Partial Differential Equation 17%
21. Second-order Discretization 17%
22. Local Approximation 17%
23. Backward SDEs 17%
24. Approximation Scheme 17%
25. Backward Stochastic Differential Equation 17%
26. Differential Equation Solver 17%
27. Error Estimates 17%
28. Relative Entropy Minimization 17%
29. Efficient numerical Scheme 17%
30. Approximation Error 17%
31. Applications in Finance 17%
32. Partial Differential Equations 17%
33. Convergence Rate 17%
34. Monte Carlo Simulation 17%
35. Acceleration Schemes 17%
36. Third Order 17%
37. Curse of Dimensionality 13%
38. Nonlinear Partial Differential Equations 13%
39. Polynomial Weights 10%
40. Option Pricing Problem 8%
41. Numerical Differentiation 8%
42. High-dimensional Partial Differential Equations 8%
43. Differential Operator 8%
44. Diffusion Semigroup 8%
45. Kolmogorov Partial Differential Equations 8%
46. Finance Models 8%
47. Forward-backward Stochastic Differential Equations 8%
48. Least Squares Monte Carlo 8%
49. Discretization Method 8%
50. Vector Field 8%