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Joshi, Mark
13
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13
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3
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2
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2
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2
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2
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Risk : managing risk in the world's financial markets
4
The journal of computational finance
3
Journal of economic dynamics & control
2
Journal of orthopaedic research : official publ. of the Orthopaedic Research Society and the Bioelectric Repair and Growth Society
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Computers & industrial engineering : CAIE ; an internat. journal
1
Economic modelling
1
European journal of operational research : EJOR
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
International journal of logistics systems and management
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Journal of the American Statistical Association : JASA
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The journal of futures markets
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OLC EcoSci
ECONIS (ZBW)
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Trinomial or binomial: Accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark
;
Tang, Robert
;
Yang, Chao
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10008277001
Saved in:
2
Practical policy iteration: Generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10010109464
Saved in:
3
FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY‐OFFS
Chan, Jiun Hong
;
Joshi, Mark
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10010131900
Saved in:
4
Fast and accurate long-stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong
;
Joshi, Mark
- In:
The journal of computational finance
16
(
2013
)
3
,
pp. 47-98
Persistent link: https://www.econbiz.de/10010104411
Saved in:
5
Minimal partial proxy simulation schemes for generic and robust Monte Carlo Greeks
Chan, Jiun Hong
;
Joshi, Mark
- In:
The journal of computational finance
15
(
2011
)
2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10009816297
Saved in:
6
Algorithmic Hessians and the fast computation of cross-gamma risk
Joshi, Mark
;
Yang, Chao
- In:
IIE transactions / Institute of Industrial Engineers, …
43
(
2011
)
12
,
pp. 878-893
Persistent link: https://www.econbiz.de/10009330185
Saved in:
7
Fast delta computations in the swap-rate market model
Joshi, Mark
;
Yang, Chao
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 764-776
Persistent link: https://www.econbiz.de/10008877099
Saved in:
8
Reducing friction by chemically modifying the surface of extrasynovial tendon grafts
Sun, Yu-Long
;
Yang, Chao
;
Amadio, Peter C.
;
Zhao, Chunfeng
- In:
Journal of orthopaedic research : official publ. of the …
22
(
2004
)
5
,
pp. 984-989
Persistent link: https://www.econbiz.de/10006880536
Saved in:
9
Transport Network Design Problem under Uncertainty: A Review and New Developments
Chen, Anthony
;
Zhou, Zhong
;
Chootinan, Piya
;
Ryu, Seungkyu
- In:
Transport reviews : TR
31
(
2011
)
6
,
pp. 743-769
Persistent link: https://www.econbiz.de/10009343454
Saved in:
10
A Distribution Network Design model for deteriotating item
Tang, Kai
;
Yang, Chao
- In:
International journal of logistics systems and management
4
(
2008
)
3
,
pp. 366-383
Persistent link: https://www.econbiz.de/10009867422
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