Shintaro Suda

According to our database¹, Shintaro Suda authored at least 3 papers between 2013 and 2022.

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2022

Binomial tree method for option pricing: Discrete cosine transform approach.

[BibT_eX]

[DOI]

Math. Comput. Simul., 2022

2017

Computation of Greeks in jump-diffusion models using discrete Malliavin calculus.

[BibT_eX]

[DOI]

Math. Comput. Simul., 2017

2013

Discrete Malliavin calculus and computations of greeks in the binomial tree.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2013