| Application of deep quantum neural networks to finance T Sakuma Wilmott magazine 2024 (131), 70-75, 2024 | 12* | 2024 |
| Application of homotopy analysis method to option pricing under Levy processes T Sakuma, Y Yamada Asia-Pacific financial markets 21, 1-14, 2014 | 6 | 2014 |
| Application of Fast N-Body Algorithm to Option Pricing under CGMY Model T Sakuma Journal of Mathematical Finance 7 (2), 308-318, 2017 | 2 | 2017 |
| Application of the improved fast Gauss transform to option pricing under jump-diffusion processes T Sakuma, Y Yamada Journal of Computational Finance 18 (2), 2014 | 2 | 2014 |
| Quantum Circuit Learning to Compute Option Prices and Their Sensitivities T Sakuma Available at SSRN 3922040, 2021 | 1 | 2021 |
| Homotopy analysis method applied SABR and XVA T Sakuma Wilmott magazine 2019 (99), 62-69, 2019 | 1 | 2019 |
| Youth Sports and Corporal Punishment T Sakuma Available at SSRN 4429857, 2023 | | 2023 |
| Deep Learning to Solve Problems with Incentive Compatibility Constraints: Application to Dynamic Public Finance T Sakuma Available at SSRN 3834385, 2021 | | 2021 |
| The homotopy analysis method for derivatives pricing under wrong-way risk T Sakuma Risk, 2020 | | 2020 |
| Promotion or Prevention? An Economic Model T Sakuma | | 2018 |
Yuji YamadaProfessor, Faculty of Business Sciences, University of TsukubaVerified email at gssm.otsuka.tsukuba.ac.jp
