Tohoku University · Faculty of Economics / Graduate School of Economics · 教授

Research keywords数理ファイナンス・応用数学・確率過程

This is a public-data preview. Personalized fit, contact angles, and saved workflows require sign-in.

• Computation of Greeks using binomial trees in a jump-diffusion modelShintaro Suda, Yoshifumi Muroi
• Pricing of credit derivatives with the asymptotic expansion approachYoshifumi Muroi
• Discrete Malliavin calculus and computations of Greeks in the binomial treeYoshifumi Muroi, Shintaro Suda
• Pricing contingent claims with credit risk: Asymptotic expansion approachYoshifumi Muroi

• Official profile