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Option pricing theory
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ECONIS (ZBW)
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The concepts and practice of mathematical finance
Joshi, Mark S.
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2008
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2. ed.
Persistent link: https://www.econbiz.de/10003722014
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2
Graphical Asian options
Joshi, Mark S.
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2009
Persistent link: https://www.econbiz.de/10003924342
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3
The concepts and practice of mathematical finance
Joshi, Mark S.
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2003
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1. publ.
Persistent link: https://www.econbiz.de/10001788055
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4
Analyzing the bias in the primal-dual upper bound method for early exercisable derivatives : bounds, estimation and removal
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348822
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5
Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
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6
Monte Carlo bounds for callable products with non-analytic break costs
Joshi, Mark S.
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contributor
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2006
Persistent link: https://www.econbiz.de/10003297269
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7
A simple derivation of and improvements to Jamshidian's and Rogers' upper bound methods for Bermudan options
Joshi, Mark S.
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contributor
)
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2006
Persistent link: https://www.econbiz.de/10003297275
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8
Achieving decorrelation and speed simultaneously in the Libor market model
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297310
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9
Option pricing and the Dirichlet problem
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297315
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10
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
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contributor
)
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2008
Persistent link: https://www.econbiz.de/10003797784
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