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	1	1	55	3	5	11	312
Pricing problems of perpetual Bermudan options	0	0	0	226	1	2	2	602
Total Working Papers	0	1	1	281	4	7	13	914

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	1	2	43	0	1	4	87
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options	0	0	0	48	0	0	0	157
Binomial tree method for option pricing: Discrete Carr and Madan formula approach	1	1	3	18	1	2	7	39
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus	0	0	2	25	1	2	5	63
Computation of Greeks using binomial trees in a jump-diffusion model	0	0	0	27	1	2	4	99
Discrete Malliavin calculus and computations of greeks in the binomial tree	0	0	0	32	0	2	4	97
Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads	0	0	0	19	1	1	2	95
Pricing Lookback Options with Knock-out Boundaries	0	0	0	117	1	1	2	363
Pricing contingent claims with credit risk: Asymptotic expansion approach	0	0	0	36	1	1	4	120
Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment	0	0	0	18	0	1	3	65
Total Journal Articles	1	2	7	383	6	13	35	1,185

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Statistics updated 2025-11-08