Shintaro Suda
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Binomial tree method for option pricing: discrete cosine transform approach Mathematics and Computers in Simulation | 2022-05-20 | Paper |
| Computation of Greeks in jump-diffusion models using discrete Malliavin calculus Mathematics and Computers in Simulation | 2021-02-19 | Paper |
| Computation of Greeks using binomial trees in a jump-diffusion model Journal of Economic Dynamics and Control | 2018-11-15 | Paper |
| Discrete Malliavin calculus and computations of Greeks in the binomial tree European Journal of Operational Research | 2015-07-28 | Paper |
Research outcomes over time
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