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Yoshifumi Muroi

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This is information that was supplied by Yoshifumi Muroi in registering through RePEc. If you are Yoshifumi Muroi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Yoshifumi
Middle Name:
Last Name: Muroi
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RePEc Short-ID: pmu468

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Affiliation

Graduate School of Economics and Management
Tohoku University
Location: Sendai, Japan
Homepage: http://www.econ.tohoku.ac.jp/
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Postal: Kawauchi, Aoba-ku, Sendai 980-8476
Handle: RePEc:edi:fetohjp (more details at EDIRC)

Works

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Working papers

  1. Yoshifumi Muroi & Takashi Yamada, 2006. "Pricing problems of perpetual Bermudan options," Computing in Economics and Finance 2006 345, Society for Computational Economics.

Articles

  1. Muroi, Yoshifumi & Suda, Shintaro, 2013. "Discrete Malliavin calculus and computations of greeks in the binomial tree," European Journal of Operational Research, Elsevier, vol. 231(2), pages 349-361.
  2. Yoshifumi Muroi & E. Takino, 2011. "Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads," Asia-Pacific Financial Markets, Springer, vol. 18(4), pages 345-372, November.
  3. Yoshifumi Muroi & Takashi Yamada, 2008. "An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options," Asia-Pacific Financial Markets, Springer, vol. 15(3), pages 229-253, December.
  4. Yoshifumi Muroi, 2006. "Pricing Lookback Options with Knock-out Boundaries," Applied Mathematical Finance, Taylor & Francis Journals, vol. 13(2), pages 155-190.
  5. Yoshifumi Muroi, 2005. "Pricing contingent claims with credit risk: Asymptotic expansion approach," Finance and Stochastics, Springer, vol. 9(3), pages 415-427, 07.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2006-07-15. Author is listed
  2. NEP-FMK: Financial Markets (1) 2006-07-15. Author is listed

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