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	1	55	4	9	16	321
Pricing problems of perpetual Bermudan options	0	0	0	226	3	7	9	609
Total Working Papers	0	0	1	281	7	16	25	930

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	1	1	3	44	5	8	11	95
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options	0	0	0	48	3	4	4	161
Binomial tree method for option pricing: Discrete Carr and Madan formula approach	1	1	4	19	1	4	10	43
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus	0	0	1	25	4	5	9	68
Computation of Greeks using binomial trees in a jump-diffusion model	0	0	0	27	1	2	4	101
Discrete Malliavin calculus and computations of greeks in the binomial tree	0	1	1	33	4	7	10	104
Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads	0	0	0	19	2	2	4	97
Pricing Lookback Options with Knock-out Boundaries	0	0	0	117	2	3	4	366
Pricing contingent claims with credit risk: Asymptotic expansion approach	0	0	0	36	1	2	6	122
Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment	0	0	0	18	3	3	5	68
Total Journal Articles	2	3	9	386	26	40	67	1,225

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12