Yoshifumi Muroi

Available identifiers

Publication	Date of Publication	Type
Binomial tree method for option pricing: discrete cosine transform approach	2022-05-20	Paper
Computation of Greeks using the discrete Malliavin calculus and binomial tree	2022-04-06	Paper
CCF approach for asymptotic option pricing under the CEV diffusion	2022-02-17	Paper
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus	2021-02-19	Paper
Computation of Greeks using binomial trees in a jump-diffusion model	2018-11-15	Paper
Pricing of options in the singular perturbed stochastic volatility model	2017-08-28	Paper
Discrete Malliavin calculus and computations of Greeks in the binomial tree	2015-07-28	Paper
Spectral binomial tree: new algorithms for pricing barrier options	2014-04-30	Paper
Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads	2012-03-09	Paper
An explicit finite difference approach to the pricing problems of perpetual Bermudan options	2009-09-25	Paper
Pricing Lookback Options with Knock‐out Boundaries	2007-02-15	Paper
Pricing contingent claims with credit risk: asymptotic expansion approach	2006-05-24	Paper
Pricing American put options on defaultable bonds	2004-02-03	Paper

This page was built for person: Yoshifumi Muroi