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~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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The convergence of binomial trees for pricing the American put
Joshi, Mark S.
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003797784
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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
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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
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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
Graphical Asian options
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924342
Saved in:
6
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
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