//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Joshi, Mark S."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Valuing convertible bonds and...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
66
Optionspreistheorie
66
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Option trading
18
Optionsgeschäft
18
Theorie
15
Theory
15
Yield curve
14
Zinsstruktur
14
Derivat
13
Derivative
13
Stochastic process
11
Stochastischer Prozess
11
Volatility
10
Volatilität
10
Interest rate derivative
9
Zinsderivat
9
Swap
8
Black-Scholes model
5
Black-Scholes-Modell
5
Greece
5
Griechenland
5
Simulation
5
USA
5
United States
5
Numerical analysis
4
Numerisches Verfahren
4
Greeks
3
Hedging
3
Interest rate
3
LIBOR market model
3
Modellierung
3
Scientific modelling
3
Stochastic volatility
3
Zins
3
Asia
2
Asien
2
Bermudan options
2
Decision tree
2
more ...
less ...
Online availability
All
Free
39
Undetermined
4
Type of publication
All
Book / Working Paper
48
Article
19
Type of publication (narrower categories)
All
Arbeitspapier
24
Working Paper
24
Graue Literatur
20
Non-commercial literature
20
Article in journal
19
Aufsatz in Zeitschrift
19
EinfĂĽhrung
2
Lehrbuch
2
Textbook
2
Glossar enthalten
1
Glossary included
1
more ...
less ...
Language
All
English
67
Author
All
Joshi, Mark S.
Fabozzi, Frank J.
131
Madan, Dilip B.
101
Härdle, Wolfgang
78
Cui, Zhenyu
73
Schoutens, Wim
69
Carr, Peter
67
Chiarella, Carl
67
Takahashi, Akihiko
65
Hull, John
57
Elliott, Robert J.
54
Stentoft, Lars
52
Wystup, Uwe
50
Jacobs, Kris
47
Jarrow, Robert A.
46
Benth, Fred Espen
43
Lee, Cheng F.
42
Ryu, Doojin
42
Kwok, Yue-Kuen
41
Perrakis, Stylianos
40
Zhang, Jin E.
39
Chesney, Marc
37
Belomestny, Denis
36
Hope, Ole-Kristian
36
Korn, Ralf
36
Oosterlee, Cornelis W.
36
Wu, Liuren
36
Fusai, Gianluca
35
Kim, Young Shin
35
Menkhoff, Lukas
35
Schlögl, Erik
35
Barone-Adesi, Giovanni
34
Siu, Tak Kuen
34
Wang, Xingchun
34
Yang, Zhaojun
34
Schöbel, Rainer
33
Ewald, Christian-Oliver
32
Kelly, Bryan T.
32
Platen, Eckhard
32
RaÄŤev, Svetlozar T.
32
more ...
less ...
Published in...
All
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
23
International journal of theoretical and applied finance
5
The journal of computational finance
4
Applied mathematical finance
2
Journal of economic dynamics & control
2
Journal of risk
2
Mathematics, finance and risk
2
European journal of operational research : EJOR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of futures markets
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797784
Saved in:
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
Saved in:
3
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003881606
Saved in:
4
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:
5
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
6
Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options
Joshi, Mark S.
;
Leung, Terence S.
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 93-105
Persistent link: https://www.econbiz.de/10003542264
Saved in:
7
A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options
Joshi, Mark S.
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 197-205
Persistent link: https://www.econbiz.de/10003542984
Saved in:
8
Graphical Asian options
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924342
Saved in:
9
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
Saved in:
10
Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products
Fries, Christian P.
;
Joshi, Mark S.
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 197-219
Persistent link: https://www.econbiz.de/10008992179
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->