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SAKUMA Takayuki

Profile Research field Education Activities Research achievement On-Campus Activities Off-Campus Activities

　

Published Papers
No.Title URL, Journal, Vol( Number), From Page- To Page, Publication date, DOI 
1
Application of deep quantum neural networks to finance , , ,   , Nov. 14, 2020,  
2
Homotopy Analysis Method Applied SABR and XVA , Wilmott, 2019( 99), 62- 69, Jan. 2019, https://doi.org/10.1002/wilm.10738 
3
Application of Fast N-Body Algorithm to Option Pricing under CGMY Model , Journal of Mathematical Finance, 07( 02), 308- 318, 2017, https://doi.org/10.4236/jmf.2017.72016 
4
Application of the improved fast Gauss transform to option pricing under jump-diffusion processes , Journal of Computational Finance, 18( 2), 31- 55, Dec. 2014, https://doi.org/10.21314/JCF.2014.276 
5
Application of Homotopy Analysis Method to Option Pricing Under Lévy Processes , Asia-Pacific Financial Markets, 21( 1), 1- 14, Mar. 2014, https://doi.org/10.1007/s10690-013-9175-2 

　

Conference Activities & Talks
No.Title, Conference, Publication date, Promoter, Venue 
1
Pricing knock-out options using homotopy analysis method under Levy processes, , 2010, ,  

　

Participation in Research Projects
No.Name of Project, Date of Participating 
1
,  Jun. 2021 - Feb. 2022