Shintaro Suda

From MaRDI portal
Person:1623986

Available identifiers

zbMath Open suda.shintaroMaRDI QIDQ1623986

List of research outcomes





PublicationDate of PublicationType
Binomial tree method for option pricing: discrete cosine transform approach2022-05-20Paper
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus2021-02-19Paper
Computation of Greeks using binomial trees in a jump-diffusion model2018-11-15Paper
Discrete Malliavin calculus and computations of Greeks in the binomial tree2015-07-28Paper

Research outcomes over time

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