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Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro; Muroi, Yoshifumi - In: Journal of economic dynamics & control 51 (2015), pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
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Pricing contingent claims with credit risk : asymptotic expansion approach
Muroi, Yoshifumi - In: Finance and stochastics 9 (2005) 3, pp. 415-427
Persistent link: https://www.econbiz.de/10002946754
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Pricing derivatives using the asymptotic expansion approach : credit migration models with stochastic credit spreads
Muroi, Yoshifumi; Takino, E. Kazuhiro - In: Asia-Pacific financial markets 18 (2011) 4, pp. 345-372
Persistent link: https://www.econbiz.de/10009348324
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Pricing of guaranteed annuity options in a stochastic volatility and interest rate environment
Kizaki, Keisuke; Muroi, Yoshifumi - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 2, pp. 133-153
Persistent link: https://www.econbiz.de/10011537211