Hitotsubashi University · Graduate School of Economics / Faculty of Economics · 教授

Research keywordsforward-backward sdes・stochastic control・deep learning・bermudan options・numerical finance・milstein schemes

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• A deep learning-based forward scheme for forward-backward SDEs with jumps by decoupling jumps2026 · Journal of Scientific Computing 2026年1月
• Learning high-order weak approximation of SDEs by neural network with application to financial models2026 · Operations Research Letters 2026年1月
• Expansion of Bermudan option price using deep learning2025 · Recent Development in Stochastic Numerics and Computational Finance 2025年
• An extended Milstein scheme for effective weak approximation of diffusions2025 · Recent Development in Stochastic Numerics and Computational Finance 2025年

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