オリジナル・リサーチ Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model 19 Feb 2026
オリジナル・リサーチ Stochastic path-dependent volatility models for price–storage dynamics in natural gas markets and discrete-time swing option pricing 13 Jan 2026
オリジナル・リサーチ An efficient numerical method for pricing American options and their Greeks under the two-asset Kou jump-diffusion model 05 Nov 2025