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	5	8	14	317
Pricing problems of perpetual Bermudan options	0	0	0	226	3	5	6	606
Total Working Papers	0	0	1	281	8	13	20	923

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	0	2	43	1	3	7	90
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options	0	0	0	48	1	1	1	158
Binomial tree method for option pricing: Discrete Carr and Madan formula approach	0	1	3	18	3	4	10	42
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus	0	0	1	25	1	2	5	64
Computation of Greeks using binomial trees in a jump-diffusion model	0	0	0	27	1	2	3	100
Discrete Malliavin calculus and computations of greeks in the binomial tree	1	1	1	33	2	3	7	100
Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads	0	0	0	19	0	1	2	95
Pricing Lookback Options with Knock-out Boundaries	0	0	0	117	0	2	3	364
Pricing contingent claims with credit risk: Asymptotic expansion approach	0	0	0	36	1	2	5	121
Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment	0	0	0	18	0	0	3	65
Total Journal Articles	1	2	7	384	10	20	46	1,199

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Statistics updated 2026-01-09