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Shintaro Suda
Publication Activity (10 Years)
Years Active: 2013-2022
Publications (10 Years): 2
Top Topics
Real Numbers
Tree Structures
Leaf Nodes
Diffusion Models
Top Venues
Math. Comput. Simul.
Eur. J. Oper. Res.
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Publications
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Yoshifumi Muroi
,
Shintaro Suda
Binomial tree method for option pricing: Discrete cosine transform approach.
Math. Comput. Simul.
198 (2022)
Yoshifumi Muroi
,
Shintaro Suda
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus.
Math. Comput. Simul.
140 (2017)
Yoshifumi Muroi
,
Shintaro Suda
Discrete Malliavin calculus and computations of greeks in the binomial tree.
Eur. J. Oper. Res.
231 (2) (2013)