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H index
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i10 index
37
Citations
Yoshifumi Muroi : Citation Profile
Tohoku University | RESEARCH PRODUCTION: 10 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2005 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yoshifumi Muroi. | Is cited by: | Cites to:
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Main data
Where Yoshifumi Muroi has published?
| Journals with more than one article published | # docs |
|---|---|
| Asia-Pacific Financial Markets | 2 |
Recent works citing Yoshifumi Muroi (2024 and 2023)
| Year | Title of citing document |
|---|
Works by Yoshifumi Muroi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment In: Asia-Pacific Journal of Risk and Insurance. [Full Text][Citation analysis] | article | 1 |
| 2015 | Computation of Greeks using binomial trees in a jump-diffusion model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2013 | Discrete Malliavin calculus and computations of greeks in the binomial tree In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2017 | Computation of Greeks in jump-diffusion models using discrete Malliavin calculus In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2015 | A simple relationship between Greeks for Asian options In: International Journal of Financial Markets and Derivatives. [Full Text][Citation analysis] | article | 0 |
| 2008 | An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 1 |
| 2011 | Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 1 |
| 2006 | Pricing problems of perpetual Bermudan options In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Pricing contingent claims with credit risk: Asymptotic expansion approach In: Finance and Stochastics. [Full Text][Citation analysis] | article | 28 |
| 2006 | Pricing Lookback Options with Knock-out Boundaries In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | Computation of Greeks using Binomial Tree In: TMARG Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Binomial tree method for option pricing: Discrete Carr and Madan formula approach In: International Journal of Financial Engineering (IJFE). [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team