Access Statistics for Yoshifumi Muroi

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Computation of Greeks using Binomial Tree	0	0	2	54	1	3	13	306
Pricing problems of perpetual Bermudan options	0	0	1	226	0	0	2	600
Total Working Papers	0	0	3	280	1	3	15	906

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A simple relationship between Greeks for Asian options	0	0	3	41	1	2	13	85
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options	0	0	0	48	0	0	1	157
Binomial tree method for option pricing: Discrete Carr and Madan formula approach	0	0	2	15	1	2	6	34
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus	0	0	3	24	0	0	5	59
Computation of Greeks using binomial trees in a jump-diffusion model	0	0	1	27	0	0	5	97
Discrete Malliavin calculus and computations of greeks in the binomial tree	0	0	3	32	0	2	6	95
Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads	0	0	0	19	1	1	1	94
Pricing Lookback Options with Knock-out Boundaries	0	0	0	117	0	1	2	362
Pricing contingent claims with credit risk: Asymptotic expansion approach	0	0	0	36	3	3	3	119
Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment	0	0	0	18	0	1	5	63
Total Journal Articles	0	0	12	377	6	12	47	1,165

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Statistics updated 2025-04-04