• 32 Citations
  • 3 h-Index
20022020

Research output per year

If you made any changes in Pure these will be visible here soon.

Fingerprint Dive into the research topics where Yoshifumi Muroi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output

  • 32 Citations
  • 3 h-Index
  • 12 Article

CCF approach for asymptotic option pricing under the CEV diffusion

Muroi, Y., 2020 Aug 2, In : International Journal of Computer Mathematics. 97, 8, p. 1603-1620 18 p.

Research output: Contribution to journalArticle

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

    Muroi, Y. & Suda, S., 2017 Oct, In : Mathematics and Computers in Simulation. 140, p. 69-93 25 p.

    Research output: Contribution to journalArticle

  • Pricing of options in the singular perturbed stochastic volatility model

    Liu, T. & Muroi, Y., 2017 Aug 15, In : Journal of Computational and Applied Mathematics. 320, p. 138-144 7 p.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)

    Computation of Greeks using binomial trees in a jump-diffusion model

    Suda, S. & Muroi, Y., 2015 Feb 1, In : Journal of Economic Dynamics and Control. 51, p. 93-110 18 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Discrete Malliavin calculus and computations of greeks in the binomial tree

    Muroi, Y. & Suda, S., 2013 Dec 1, In : European Journal of Operational Research. 231, 2, p. 349-361 13 p.

    Research output: Contribution to journalArticle

  • 4 Citations (Scopus)