Yoshifumi Muroi : Citation Profile

Tohoku University

2

H index

1

i10 index

39

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: 1.    Total self citations: 3 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu468
   Updated: 2026-08-23    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)

Brennan, Michael (2)

Benhamou, Eric (2)

Oosterlee, Cornelis (2)

merton, robert (2)

Fang, Fang (2)

pan, jun (1)

Ballotta, Laura (1)

El-Khatib, Youssef (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 (2025 and 2024)

YearTitle of citing document
2026Binomial Tree Method for American Option Pricing: Discrete Cosine Transform Approach. (2026). Suda, Shintaro ; Muroi, Yoshifumi. In: Computational Economics. RePEc:kap:compec:v:67:y:2026:i:6:d:10.1007_s10614-025-11023-x.

Full description at Econpapers || Download paper

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]		article2
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]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team