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~person:"Chao Yang"
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Chao Yang
Joshi, Mark S.
73
Joshi, Mark
30
Chan, Jiun Hong
17
Beveridge, Christopher
13
Tang, Robert
11
Yang, Chao
6
Denson, Nick
5
Rebonato, Riccardo
5
Zhu, Dan
5
Fries, Christian P.
4
JOSHI, MARK
4
Kainth, Dherminder
3
Kwon, Oh Kang
3
Stacey, Alan
3
Beveridge, Chris J.
2
Chen, Ting
2
Melin, Lionel
2
Wiguna, Alexander
2
Wright, Will M.
2
Ametrano, Ferdinando
1
Ametrano, Ferdinando M.
1
BEVERIDGE, CHRISTOPHER
1
Chan, Juin Hong
1
Denson, Nicholas
1
Downes, Andrew
1
Hunter, Chris
1
Joshi, Mark Suresh
1
Jäckel, Peter
1
Kwok, Chun Fung
1
Leung, Terence
1
Leung, Terence S.
1
Liesch, Lorenzo
1
O'Kane, Dominic
1
Paterson, Jane
1
Paterson, Jane M.
1
Pitt, David C.
1
Stacey, Alan M.
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
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:
2
Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
Saved in:
3
Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.
;
Chao Yang
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 839-865
Persistent link: https://www.econbiz.de/10008905112
Saved in:
4
Fast Gamma computations for CDO tranches
Joshi, Mark S.
;
Chao Yang
-
2010
Persistent link: https://www.econbiz.de/10008806581
Saved in:
5
Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924254
Saved in:
6
Efficient Greek estimation in generic market models
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924270
Saved in:
7
Fast delta computations in the swap market model
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924295
Saved in:
8
Fast delta computations in the swap-rate market model
Joshi, Mark S.
;
Chao Yang
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 764-775
Persistent link: https://www.econbiz.de/10009240554
Saved in:
9
Fourier transforms, option pricing and controls
Joshi, Mark S.
;
Chao Yang
-
2011
Persistent link: https://www.econbiz.de/10009419875
Saved in:
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