Research field (2):
Applied mathematics and statistics
, Money and finance
Research keywords (3):
applied mathematics
, stochastic process
, mathematical finance
Papers (18):
Yoshifumi Muroi, Shintaro Suda. Lattice approach for option pricing under Lévy processes. The Journal of Derivatives. 2023. 31. 1. 34-48
Yoshifumi Muroi, Shintaro Suda. Binomial tree method for option pricing: Discrete cosine transform approach. Mathematics and Computers in Simulation. 2022. 198. 312-331
Yoshifumi Muroi, Ryota Saeki, Shintaro Suda. Binomial tree method for option pricing: Discrete Carr and Madan formula approach. International Journal of Financial Engineering. 2021. 8. 2. 2150024-2150024
Yoshifumi Muroi. CCF approach for asymptotic option pricing under the CEV diffusion. International Journal of Computer Mathematics. 2020. 97. 8. 1603-1620