Yoshifumi Muroi : Citation Profile


Are you Yoshifumi Muroi?

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: 2024-11-04    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:

Duffie, Darrell (3)

Singleton, Kenneth (3)

Montero, Miquel (3)

merton, robert (2)

Oosterlee, Cornelis (2)

Brennan, Michael (2)

Benhamou, Eric (2)

Fang, Fang (2)

Shackleton, Mark (1)

Hatemi-J, Abdulnasser (1)

Boyarchenko, Svetlana (1)

Main data


Where Yoshifumi Muroi has published?


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

Recent works citing Yoshifumi Muroi (2024 and 2023)


YearTitle of citing document

Works by Yoshifumi Muroi:


YearTitleTypeCited
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.
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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.
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paper0
2005Pricing contingent claims with credit risk: Asymptotic expansion approach In: Finance and Stochastics.
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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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