Access Statistics for Yoshifumi Muroi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Computation of Greeks using Binomial Tree 0 0 2 56 0 1 22 329
Pricing problems of perpetual Bermudan options 0 0 0 226 0 0 16 616
Total Working Papers 0 0 2 282 0 1 38 945

Journal Article File Downloads Abstract Views
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 45 0 2 15 101
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options 0 0 0 48 0 0 8 165
Binomial tree method for option pricing: Discrete Carr and Madan formula approach 0 0 2 19 1 1 9 46
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus 0 0 1 26 0 0 10 71
Computation of Greeks using binomial trees in a jump-diffusion model 0 0 0 27 0 2 12 109
Discrete Malliavin calculus and computations of greeks in the binomial tree 0 1 2 34 0 1 16 111
Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads 0 0 0 19 0 0 4 98
Pricing Lookback Options with Knock-out Boundaries 0 0 0 117 0 1 8 370
Pricing contingent claims with credit risk: Asymptotic expansion approach 0 0 0 36 1 1 9 128
Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment 0 0 0 18 0 0 6 70
Total Journal Articles 0 1 8 389 2 8 97 1,269

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Statistics updated 2026-08-07