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~person:"Joshi, Mark S."
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Joshi, Mark S.
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18
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15
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14
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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1
Analyzing the bias in the primal-dual upper bound method for early exercisable derivatives : bounds, estimation and removal
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348822
Saved in:
2
Accelerating pathwise greeks in the Libor Market Model
Joshi, Mark S.
;
Wiguna, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009153351
Saved in:
3
Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J.
;
Joshi, Mark S.
;
Wright, Will M.
-
2010
Persistent link: https://www.econbiz.de/10008806569
Saved in:
4
First and second order Greeks in the Heston model
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806607
Saved in:
5
Fast and accurate long stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806610
Saved in:
6
Effective implementation of generic market models
Joshi, Mark S.
(
contributor
);
Liesch, Lorenzo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297279
Saved in:
7
Intensity Gamma : a new approach to pricing portfolio credit derivatives
Joshi, Mark S.
(
contributor
);
Stacey, Alan M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297306
Saved in:
8
Efficient Greek estimation in generic market models
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924270
Saved in:
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