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 2 21 328
Pricing problems of perpetual Bermudan options 0 0 0 226 0 4 16 616
Total Working Papers 0 0 2 282 0 6 37 944

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 2 4 15 101
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options 0 0 0 48 0 4 8 165
Binomial tree method for option pricing: Discrete Carr and Madan formula approach 0 0 4 19 0 1 11 45
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus 0 1 1 26 0 2 11 71
Computation of Greeks using binomial trees in a jump-diffusion model 0 0 0 27 2 5 12 109
Discrete Malliavin calculus and computations of greeks in the binomial tree 0 0 1 33 0 3 15 110
Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads 0 0 0 19 0 1 4 98
Pricing Lookback Options with Knock-out Boundaries 0 0 0 117 1 4 8 370
Pricing contingent claims with credit risk: Asymptotic expansion approach 0 0 0 36 0 4 8 127
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 9 388 5 28 98 1,266

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Statistics updated 2026-06-04