Hideyuki Tanaka. Cubature formula on Wiener space from the viewpoint of splitting methods. RIMS Kôkyûroku. 2013. 1844. 50-59
Hideyuki Tanaka. A remark on multidimensional problems in computational finance. MTEC journal. 2010. 22. 22. 83-105
Lectures and oral presentations (11):
Data-driven Improvement of Education
(2022)
Asymptotic error distribution of the Euler method for continuous-time nonlinear filtering
(5th Monash-Ritsumeikan Symposium on Probability and Related Fields 2015)
On the approximation of the nonlinear filtering equation
(2014)
On the error estimate for approximate nonlinear filters
(2013)
Sparse grid techniques for pricing Bermudan-style options
(NUS-UTokyo workshop on Quantitative Finance 2013)