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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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Vega control
Denson, Nick; Joshi, Mark S. - 2009
Persistent link: https://www.econbiz.de/10003924360
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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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Juggling snowballs
Beveridge, Christopher (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003797799
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Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher; Joshi, Mark S. - 2010
Persistent link: https://www.econbiz.de/10008806621
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Interpolation schemes in the displaced-diffusion libor market
Beveridge, Christopher; Joshi, Mark S. - 2009
Persistent link: https://www.econbiz.de/10003924341
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Practical policy iteration : generic methods for obtaining rapid and tight
Beveridge, Christopher; Joshi, Mark S. - 2009
Persistent link: https://www.econbiz.de/10003924356
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Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003632920
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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
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The convergence of binomial trees for pricing the American put
Joshi, Mark S. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003797784