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~isPartOf:"International journal of theoretical and applied finance"
~person:"Joshi, Mark S."
~person:"Scaillet, Olivier"
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Option pricing theory
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Joshi, Mark S.
Scaillet, Olivier
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International journal of theoretical and applied finance
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
14
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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The journal of computational finance
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Applied mathematical finance
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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European journal of operational research : EJOR
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FAME research paper series
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International journal of forecasting
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Least squares Monte Carlo credit value adjustment with small and unidirectional bias
Joshi, Mark S.
;
Kwon, Oh Kang
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686744
Saved in:
2
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
Saved in:
3
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
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