Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Joshi, Mark S."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
66
Optionspreistheorie
66
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Option trading
18
Optionsgeschäft
18
Theorie
15
Theory
15
Yield curve
14
Zinsstruktur
14
Derivat
13
Derivative
13
Stochastic process
11
Stochastischer Prozess
11
Volatility
10
Volatilität
10
Interest rate derivative
9
Zinsderivat
9
Swap
8
Black-Scholes model
5
Black-Scholes-Modell
5
Greece
5
Griechenland
5
Simulation
5
USA
5
United States
5
Numerical analysis
4
Numerisches Verfahren
4
Greeks
3
Hedging
3
Interest rate
3
LIBOR market model
3
Modellierung
3
Scientific modelling
3
Stochastic volatility
3
Zins
3
Asia
2
Asien
2
Bermudan options
2
Decision tree
2
more ...
less ...
Online availability
All
Free
39
Undetermined
4
Type of publication
All
Book / Working Paper
48
Article
19
Type of publication (narrower categories)
All
Arbeitspapier
24
Working Paper
24
Graue Literatur
20
Non-commercial literature
20
Article in journal
19
Aufsatz in Zeitschrift
19
Einführung
2
Lehrbuch
2
Textbook
2
Glossar enthalten
1
Glossary included
1
more ...
less ...
Language
All
English
67
Author
All
Joshi, Mark S.
Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
73
Fabozzi, Frank J.
67
Carr, Peter
64
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
53
Stentoft, Lars
52
Jacobs, Kris
47
Wystup, Uwe
45
Hull, John
42
Jarrow, Robert A.
40
Benth, Fred Espen
39
Kwok, Yue-Kuen
39
Korn, Ralf
38
Oosterlee, Cornelis W.
36
Schlögl, Erik
36
Belomestny, Denis
35
Lee, Cheng F.
35
Chesney, Marc
34
Fusai, Gianluca
34
Platen, Eckhard
34
Kim, Young Shin
33
Schoenmakers, John
33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Perrakis, Stylianos
32
Wang, Xingchun
32
Schwartz, Eduardo S.
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Račev, Svetlozar T.
30
Scaillet, Olivier
30
Wilmott, Paul
30
Subrahmanyam, Marti G.
29
Alghalith, Moawia
28
more ...
less ...
Published in...
All
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
23
International journal of theoretical and applied finance
5
The journal of computational finance
4
Applied mathematical finance
2
Journal of economic dynamics & control
2
Journal of risk
2
Mathematics, finance and risk
2
European journal of operational research : EJOR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of futures markets
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632920
Saved in:
2
Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632930
Saved in:
3
Achieving higher order convergence for the prices of European options in binomial trees
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10003955683
Saved in:
4
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
Saved in:
5
Optimal limit methods for computing sensitivities of discontinious integrals including triggerable derivative securities
Chan, Jiun Hong
;
Joshi, Mark S.
-
2012
Persistent link: https://www.econbiz.de/10009553205
Saved in:
6
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797784
Saved in:
7
Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797794
Saved in:
8
Trinomial or binomial : accelerating American put option price on trees
Chan, Juin Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
-
2008
Persistent link: https://www.econbiz.de/10003797820
Saved in:
9
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003881606
Saved in:
10
Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
