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~isPartOf:"Journal of financial economics"
~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~person:"Jackwerth, Jens Carsten"
~person:"Joshi, Mark S."
~person:"Løchte Jørgensen, Peter"
~person:"Verousis, Thanos"
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7
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Jackwerth, Jens Carsten
Joshi, Mark S.
Løchte Jørgensen, Peter
Verousis, Thanos
Subrahmanyam, Avanidhar
4
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3
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Journal of financial economics
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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3
The journal of futures markets
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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The legacy of Fischer Black
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ECONIS (ZBW)
7
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1
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797784
Saved in:
2
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:
3
A simple derivation of and improvements to Jamshidian's and Rogers' upper bound methods for Bermudan options
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297275
Saved in:
4
Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options
Joshi, Mark S.
(
contributor
);
Leung, Terence
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297285
Saved in:
5
Pinning in the S&P 500 futures
Golez, Benjamin
;
Jackwerth, Jens Carsten
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 566-585
Persistent link: https://www.econbiz.de/10009710162
Saved in:
6
Graphical Asian options
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924342
Saved in:
7
Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
-
2009
Persistent link: https://www.econbiz.de/10003924345
Saved in:
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