Yuasa Tomooki 湯浅智意

… Alternative Names

湯浅智意ユアサトモオキ

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Researcher Number	80875914
Other IDs	https://orcid.org/0000-0002-4104-7230
Affiliation (Current)	2024: 東京都立大学, 経営学研究科, 助教
Affiliation (based on the past Project Information) *help	2022: 東京都立大学, 経営学研究科, 助教
Review Section/Research Field	Principal Investigator Basic Section 12040:Applied mathematics and statistics-related
Keywords	Principal Investigator 非マルコフ過程（非半群性） / Parametrix method / Unbiased simulation / 価格付け（プライシング） / 金融派生商品（デリバティブ） / Winning probability / Election strategy / Newton--Raphson method / KL divergence / Euler--Maruyama scheme / Polynomial diffusion / Tracking error / Clark--Ocone formula

Research Projects
(1 results)
Research Products
(2 results)

複雑な金融モデルに対応する数値計算手法の開発Principal Investigator
- Principal Investigator
  
  湯浅智意
- Project Period (FY)
  2022 – 2026
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Tokyo Metropolitan University

All Journal Article

[Journal Article] Semi-implicit Euler--Maruyama scheme for polynomial diffusions on the unit ball2023
- Author(s)
  Nakagawa Takuya, Taguchi Dai, Yuasa Tomooki
- Journal Title
  
  Journal of Mathematical Analysis and Applications
  
  Volume: 519 Issue: 2 Pages: 126829-126829
- DOI
  10.1016/j.jmaa.2022.126829
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K13965
[Journal Article] Higher-Order Error Estimates of the Discrete-Time Clark--Ocone Formula2022
- Author(s)
  Nishimura Tsubasa、Yasutomi Kenji、Yuasa Tomooki
- Journal Title
  
  Journal of Theoretical Probability
  
  Volume: 35 Issue: 4 Pages: 2518-2539
- DOI
  10.1007/s10959-021-01134-0
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K13965