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~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
The journal of computational finance
7
International journal of theoretical and applied finance
6
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4
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4
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Fast Greeks for Markov-functional models using adjoint PDE methods
Denson, Nick
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806570
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2
Vega control
Denson, Nick
;
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924360
Saved in:
3
Comparing discretisations of the libor market model in the spot measure
Beveridge, Christopher
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797790
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4
Juggling snowballs
Beveridge, Christopher
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003797799
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5
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806621
Saved in:
6
Interpolation schemes in the displaced-diffusion libor market
Beveridge, Christopher
;
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924341
Saved in:
7
Practical policy iteration : generic methods for obtaining rapid and tight
Beveridge, Christopher
;
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924356
Saved in:
8
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:
9
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:
10
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797784
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