Yoshifumi Muroi

According to our database, Yoshifumi Muroi authored at least 7 papers between 2005 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

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

Yoshifumi Muroi, Shintaro Suda

Math. Comput. Simul., 2022

2020

CCF approach for asymptotic option pricing under the CEV diffusion.

Yoshifumi Muroi

Int. J. Comput. Math., 2020

2017

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

Yoshifumi Muroi, Shintaro Suda

Math. Comput. Simul., 2017

Pricing of options in the singular perturbed stochastic volatility model.

Tianmiao Liu, Yoshifumi Muroi

J. Comput. Appl. Math., 2017

2013

Spectral binomial tree: New algorithms for pricing barrier options.

Yoshifumi Muroi, Takashi Yamada

J. Comput. Appl. Math., 2013

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

Yoshifumi Muroi, Shintaro Suda

Eur. J. Oper. Res., 2013

2005

Pricing contingent claims with credit risk: Asymptotic expansion approach.

Yoshifumi Muroi

Finance Stochastics, 2005