Pricing contingent claims with credit risk: Asymptotic expansion approach. - Yoshifumi Muroi (Finance Stochastics, 2005)

Discrete Malliavin calculus and computations of greeks in the binomial tree. - Yoshifumi Muroi; Shintaro Suda (Eur. J. Oper. Res., 2013)

Spectral binomial tree: New algorithms for pricing barrier options. - Yoshifumi Muroi; Takashi Yamada (J. Comput. Appl. Math., 2013)

Pricing of options in the singular perturbed stochastic volatility model. - Tianmiao Liu; Yoshifumi Muroi (J. Comput. Appl. Math., 2017)

Computation of Greeks in jump-diffusion models using discrete Malliavin calculus. - Yoshifumi Muroi; Shintaro Suda (Math. Comput. Simul., 2017)

CCF approach for asymptotic option pricing under the CEV diffusion. - Yoshifumi Muroi (Int. J. Comput. Math., 2020)

Binomial tree method for option pricing: Discrete cosine transform approach. - Yoshifumi Muroi; Shintaro Suda (Math. Comput. Simul., 2022)