{"id":"https://openalex.org/W2074605064","doi":"https://doi.org/10.1016/s0378-4754(02)00251-3","title":"A new simulation scheme of diffusion processes: application of the Kusuoka approximation to finance problems","display_name":"A new simulation scheme of diffusion processes: application of the Kusuoka approximation to finance problems","publication_year":2003,"publication_date":"2003-03-01","ids":{"openalex":"https://openalex.org/W2074605064","doi":"https://doi.org/10.1016/s0378-4754(02)00251-3","mag":"2074605064"},"language":"en","primary_location":{"id":"doi:10.1016/s0378-4754(02)00251-3","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0378-4754(02)00251-3","pdf_url":null,"source":{"id":"https://openalex.org/S32114090","display_name":"Mathematics and Computers in Simulation","issn_l":"0378-4754","issn":["0378-4754","1872-7166"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics and Computers in Simulation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085340520","display_name":"Syoiti Ninomiya","orcid":null},"institutions":[{"id":"https://openalex.org/I114531698","display_name":"Tokyo Institute of Technology","ror":"https://ror.org/0112mx960","country_code":"JP","type":"education","lineage":["https://openalex.org/I114531698"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Syoiti Ninomiya","raw_affiliation_strings":["Center for Research in Advanced Financial Technology, Tokyo Institute of Technology, 2-12-1 Ookayama, Meguro-ku, Tokyo 152-8550, Japan","Center for Research in Advanced Financial Technology, Tokyo Institute of Technology, 2-12-1 Ookayama, Meguro-ku, Tokyo 152-8550, Japan#TAB#"],"affiliations":[{"raw_affiliation_string":"Center for Research in Advanced Financial Technology, Tokyo Institute of Technology, 2-12-1 Ookayama, Meguro-ku, Tokyo 152-8550, Japan","institution_ids":["https://openalex.org/I114531698"]},{"raw_affiliation_string":"Center for Research in Advanced Financial Technology, Tokyo Institute of Technology, 2-12-1 Ookayama, Meguro-ku, Tokyo 152-8550, Japan#TAB#","institution_ids":["https://openalex.org/I114531698"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5085340520"],"corresponding_institution_ids":["https://openalex.org/I114531698"],"apc_list":{"value":1740,"currency":"USD","value_usd":1740},"apc_paid":null,"fwci":1.6262,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.86550082,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"62","issue":"3-6","first_page":"479","last_page":"486"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9927999973297119,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9854000210762024,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.8481770157814026},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6401278376579285},{"id":"https://openalex.org/keywords/eulers-formula","display_name":"Euler's formula","score":0.5518133640289307},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.540825366973877},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.45861104130744934},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4343799948692322},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.27604037523269653},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.1016668975353241},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08368578553199768}],"concepts":[{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.8481770157814026},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6401278376579285},{"id":"https://openalex.org/C62884695","wikidata":"https://www.wikidata.org/wiki/Q184871","display_name":"Euler's formula","level":2,"score":0.5518133640289307},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.540825366973877},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.45861104130744934},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4343799948692322},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.27604037523269653},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.1016668975353241},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08368578553199768},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/s0378-4754(02)00251-3","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0378-4754(02)00251-3","pdf_url":null,"source":{"id":"https://openalex.org/S32114090","display_name":"Mathematics and Computers in Simulation","issn_l":"0378-4754","issn":["0378-4754","1872-7166"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics and Computers in Simulation","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:matcom:v:62:y:2003:i:3:p:479-486","is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0378475402002513","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G7750075824","display_name":null,"funder_award_id":"12650061","funder_id":"https://openalex.org/F4320320912","funder_display_name":"Ministry of Education, Culture, Sports, Science and Technology"}],"funders":[{"id":"https://openalex.org/F4320320912","display_name":"Ministry of Education, Culture, Sports, Science and Technology","ror":"https://ror.org/048rj2z13"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W2030307575","https://openalex.org/W2043419861","https://openalex.org/W2146261346","https://openalex.org/W2949549174","https://openalex.org/W4300580367"],"related_works":["https://openalex.org/W1975289146","https://openalex.org/W2087240539","https://openalex.org/W2105887828","https://openalex.org/W2122599759","https://openalex.org/W4236520801","https://openalex.org/W1537234410","https://openalex.org/W1995022398","https://openalex.org/W115923022","https://openalex.org/W2484602794","https://openalex.org/W2357986411"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2014,"cited_by_count":3},{"year":2012,"cited_by_count":1}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
