Yoshifumi Muroi : Citation Profile

Tohoku University

1

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 2
   Journals where Yoshifumi Muroi has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 3 (7.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu468
   Updated: 2025-03-15    RAS profile: 2021-11-09    
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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:

Shaffer, Sherrill (2)

Cites to:

Montero, Miquel (3)

Singleton, Kenneth (3)

Duffie, Darrell (3)

Brennan, Michael (2)

Benhamou, Eric (2)

merton, robert (2)

Fang, Fang (2)

Oosterlee, Cornelis (2)

Ballotta, Laura (1)

Boyarchenko, Svetlana (1)

pan, jun (1)

Main data

Production by document typepaperarticle200520062007200820092010201120122013201420152016201720182019202020210123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20052006200720082009201020112012201320142015201620172018201920202021051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200720082009201020112012201320142015201620172018201920202021202220232024202502.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200520062007200820092010201120122013201420152016201720182019202020210102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 1Most cited documents1230102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030123h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Yoshifumi Muroi has published?

Journals with more than one article published# docs
Asia-Pacific Financial Markets2

Recent works citing Yoshifumi Muroi (2025 and 2024)

Year  ↓Title of citing document  ↓

Works by Yoshifumi Muroi:

Year  ↓Title  ↓Type  ↓Cited  ↓
2016Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment In: Asia-Pacific Journal of Risk and Insurance.
[Full Text][Citation analysis]		article1
2015Computation of Greeks using binomial trees in a jump-diffusion model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2013Discrete Malliavin calculus and computations of greeks in the binomial tree In: European Journal of Operational Research.
[Full Text][Citation analysis]		article1
2017Computation of Greeks in jump-diffusion models using discrete Malliavin calculus In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article1
2015A simple relationship between Greeks for Asian options In: International Journal of Financial Markets and Derivatives.
[Full Text][Citation analysis]		article0
2008An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article1
2011Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article1
2006Pricing problems of perpetual Bermudan options In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0
2005Pricing contingent claims with credit risk: Asymptotic expansion approach In: Finance and Stochastics.
[Full Text][Citation analysis]		article28
2006Pricing Lookback Options with Knock-out Boundaries In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article1
2014Computation of Greeks using Binomial Tree In: TMARG Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Binomial tree method for option pricing: Discrete Carr and Madan formula approach In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]		article1

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