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  1. Takahashi, Akihiko [Author] ; Yamada, Toshihiro [Other]

    On Error Estimates for Asymptotic Expansions with Malliavin Weights -- Application to Stochastic Volatility Model

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    [S.l.]: SSRN, [2014]

  2. Takahashi, Akihiko [Author]; Yamada, Toshihiro [Author]

    New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion - [This version: July 3, 2023]

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    [Tokyo]: Center for Advanced Research in Finance, [2023]

    Published in: CARF working paper ; 563

  3. Takahashi, Akihiko [Author]; Yamada, Toshihiro [Author]

    New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion - [This version: July 3, 2023]

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    [Tokyo]: [CIRJE, Faculty of Economics, University of Tokyo], June 2023

    Published in: Nihon-Keizai-Kokusai-Kyōdō-Kenkyū-Sentā: CIRJE discussion papers / F series ; 1215

  4. Takahashi, Akihiko [Author]; Yamada, Toshihiro [Author]

    Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus - [This version : May 9, 2023]

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    [Tokyo]: Center for Advanced Research in Finance, [2023]

    Published in: CARF working paper ; 560

  5. Takahashi, Akihiko [Author]; Yamada, Toshihiro [Author]

    Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus - [This version: May 9, 2023]

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    [Tokyo]: [CIRJE, Faculty of Economics, University of Tokyo], May 2023

    Published in: Nihon-Keizai-Kokusai-Kyōdō-Kenkyū-Sentā: CIRJE discussion papers / F series ; 1212

  6. Takahashi, Akihiko [Author]; Yamada, Toshihiro [Author]

    Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coefficients

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    [Tokyo]: [CIRJE, Faculty of Economics, University of Tokyo], May 2021

    Published in: Nihon-Keizai-Kokusai-Kyōdō-Kenkyū-Sentā: CIRJE discussion papers / F series ; 1167