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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
6
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3
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1998-2001
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Joshi, Mark S.
6
Beveridge, Christopher
1
Chao Yang
1
Fries, Christian P.
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Joshi, Mark
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Kwon, Oh Kang
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Rebonato, Riccardo
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Tang, Robert
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International journal of theoretical and applied finance
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
42
The journal of computational finance
9
Quantitative Finance
8
Journal of risk
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Journal of economic dynamics & control
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Risk : managing risk in the world's financial markets
4
Applied mathematical finance
3
Astin bulletin : the journal of the International Actuarial Association
3
Journal of Economic Dynamics and Control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics, finance and risk
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The journal of futures markets
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Algorithmic Finance
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Applied Mathematical Finance
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Department of Economics - Working Papers Series
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European journal of operational research : EJOR
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IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
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International series on actuarial science
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ECONIS (ZBW)
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1
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
The efficient computation of prices and Greeks for callable range accruals using the displaced-diffusion LMM
Beveridge, Christopher
;
Joshi, Mark S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010363971
Saved in:
3
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:
4
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:
5
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
Saved in:
6
Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.
;
Chao Yang
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 839-865
Persistent link: https://www.econbiz.de/10008905112
Saved in:
7
A joint empirical and theoretical investigation of the modes of deformation of swaption matrices : implications for model choice
Rebonato, Riccardo
;
Joshi, Mark
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 667-694
Persistent link: https://www.econbiz.de/10001743233
Saved in:
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