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An approximation method for pricing continuous barrier options under multi-asset local stochastic volatility models
Shiraya, Kenichiro, (2020)
"Pricing and Hedging of Long-Term Futures and Forward Contracts by a Three-Factor Model"(in Japanese)
Shiraya, Kenichiro, (2007)
Pricing average options on commodities
Shiraya, Kenichiro, (2011)