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Yuji Shinozaki

Observed names: Shinozaki, Yuji, YUJI SHINOZAKI
ORCID: 0000-0001-6121-4836
Observed ORCID: 0000-0001-6121-4836
OpenAlex ID: A5028577882
Numerical methods for backward stochastic differential equations: A survey
2023 · Jared Chessari, Reiichiro Kawai, et al. · Probability Surveys · 49
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Construction of a Third-Order K-Scheme and Its Application to Financial Models
2017 · Yuji Shinozaki · SIAM Journal on Financial Mathematics · 11
Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing
2019 · Syoiti Ninomiya, Yuji Shinozaki · Applied Mathematical Finance · 7
Rise of NBFIs and the global structural change in the transmission of market shocks
2025 · Yoshihiko Hogen, Yoshiyasu Kasai, et al. · Journal of Financial Stability · 4
A high-order recombination algorithm for weak approximation of stochastic differential equations
2025 · Ninomiya, Syoiti, Shinozaki, Yuji · RePEc: Research Papers in Economics · 4
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A Survey of Rough Volatility
2025 · KAZUHIRO HIRAKI, YUJI SHINOZAKI · International Journal of Theoretical and Applied Finance · 2
Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme
2021 · Yuji Shinozaki · Quantitative Finance · 2
Higher order K-scheme and application to derivative pricing
2016 · Yuji Shinozaki · Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications · 1
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Higher-order weak approximation for rough volatility models via Markovian approximation: drift-splitting time discretization and its extrapolation
2026 · Yuji Shinozaki · Quantitative Finance
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A Review of Deep Hedging and Deep Calibration Techniques: Bridging Research and Practice
2025 · Yuji Shinozaki · International Journal of Theoretical and Applied Finance
Works count: 11
Citation count: 80
H-index: 4
I10-index: 2
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