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 1 56 1 2 22 331
Pricing problems of perpetual Bermudan options 0 0 0 226 0 1 16 617
Total Working Papers 0 0 1 282 1 3 38 948

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 2 45 0 0 14 101
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options 0 0 0 48 0 1 9 166
Binomial tree method for option pricing: Discrete Carr and Madan formula approach 0 1 3 20 0 2 9 47
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus 0 0 1 26 0 1 10 72
Computation of Greeks using binomial trees in a jump-diffusion model 0 0 0 27 0 0 11 109
Discrete Malliavin calculus and computations of greeks in the binomial tree 0 0 2 34 1 3 17 114
Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads 0 0 0 19 0 1 5 99
Pricing Lookback Options with Knock-out Boundaries 0 0 0 117 0 0 8 370
Pricing contingent claims with credit risk: Asymptotic expansion approach 0 0 0 36 0 2 10 129
Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment 0 0 0 18 0 1 6 71
Total Journal Articles 0 1 8 390 1 11 99 1,278

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Statistics updated 2026-10-11