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 1 2 56 2 11 22 328
Pricing problems of perpetual Bermudan options 0 0 0 226 2 8 14 614
Total Working Papers 0 1 2 282 4 19 36 942

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 2 4 45 0 7 12 97
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options 0 0 0 48 0 3 4 161
Binomial tree method for option pricing: Discrete Carr and Madan formula approach 0 1 4 19 0 2 10 44
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus 0 0 1 25 0 5 10 69
Computation of Greeks using binomial trees in a jump-diffusion model 0 0 0 27 2 6 9 106
Discrete Malliavin calculus and computations of greeks in the binomial tree 0 0 1 33 1 8 13 108
Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads 0 0 0 19 0 2 3 97
Pricing Lookback Options with Knock-out Boundaries 0 0 0 117 0 2 4 366
Pricing contingent claims with credit risk: Asymptotic expansion approach 0 0 0 36 0 2 4 123
Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment 0 0 0 18 0 5 7 70
Total Journal Articles 0 3 10 387 3 42 76 1,241

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Statistics updated 2026-04-09