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The efficient computation of p...
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Option pricing theory
66
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35
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Joshi, Mark S.
142
Joshi, Mark
30
Chan, Jiun Hong
23
Beveridge, Christopher
19
Chao Yang
15
Tang, Robert
15
Zhu, Dan
13
Denson, Nick
10
Yang, Chao
8
Fries, Christian P.
6
Joshi, M. S.
5
Kwon, Oh Kang
5
JOSHI, MARK
4
Chen, Ting
3
Ranasinghe, Navin
3
Stacey, Alan
3
Stacey, Alan M.
3
Wiguna, Alexander
3
Wright, Will M.
3
Ametrano, Ferdinando M.
2
Beveridge, Chris J.
2
Cheng, Xiang
2
Jacobi, Liana
2
Kwok, Chun Fung
2
Leung, Terence
2
Liesch, Lorenzo
2
Pitt, David C.
2
Rebonato, Riccardo
2
Ametrano, Ferdinando
1
BEVERIDGE, CHRISTOPHER
1
Bodhankar, S.L.
1
Chan, Juin Hong
1
Denson, Nicholas
1
Dixit, S.G.
1
Downes, Andrew S.
1
FRIES, CHRISTIAN P.
1
Ghosh, C. S.
1
Hunter, Chris
1
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1
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
42
The journal of computational finance
9
Quantitative Finance
8
International journal of theoretical and applied finance
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Journal of economic dynamics & control
5
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
142
RePEc
22
OLC EcoSci
16
USB Cologne (EcoSocSci)
6
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51
Fast and accurate Greeks for the LIBOR market model
Denson, Nick
;
Joshi, Mark S.
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 115-140
Persistent link: https://www.econbiz.de/10009241247
Saved in:
52
Accelerating pathwise greeks in the Libor Market Model
Joshi, Mark S.
;
Wiguna, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009153351
Saved in:
53
Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products
Fries, Christian P.
;
Joshi, Mark S.
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 197-219
Persistent link: https://www.econbiz.de/10008992179
Saved in:
54
Quant job interview : questions and answers
Joshi, Mark S.
;
Denson, Nick
;
Downes, Andrew S.
-
2008
Persistent link: https://www.econbiz.de/10009378896
Saved in:
55
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10009783358
Saved in:
56
Introduction to mathematical portfolio theory
Joshi, Mark S.
;
Paterson, Jane
-
2013
Persistent link: https://www.econbiz.de/10009773166
Saved in:
57
Fast and accurate long-stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
The journal of computational finance
16
(
2012/13
)
3
,
pp. 47-97
Persistent link: https://www.econbiz.de/10009740107
Saved in:
58
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:
59
The rate of convergence of the two-state lattice model for pricing vanilla options
Joshi, Mark S.
;
Kwok, Chun Fung
-
2013
Persistent link: https://www.econbiz.de/10010349107
Saved in:
60
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
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