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Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation

Beveridge, Christopher; Joshi, Mark S.; Tang, Robert - In: Journal of economic dynamics & control 37 (2013) 7, pp. 1342-1361

Persistent link: https://www.econbiz.de/10009751160

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

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

Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies

Joshi, Mark S.; Tang, Robert - In: Journal of economic dynamics & control 40 (2014), pp. 25-45

Persistent link: https://www.econbiz.de/10010424450

Monte Carlo bounds for game options including convertible bonds

Beveridge, Christopher; Joshi, Mark S. - In: Management science : journal of the Institute for … 57 (2011) 5, pp. 960-974

Persistent link: https://www.econbiz.de/10009153860

The efficient computation of prices and Greeks for callable range accruals using the displaced-diffusion LMM

Beveridge, Christopher; Joshi, Mark S. - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-47

Persistent link: https://www.econbiz.de/10010363971

A consequence of social entrepreneurial intent : the good life

Zhang, Yang; McGuire, Stephen J.; Wang, Jinfeng; Fu, Tsu-tan - In: Journal of entrepreneurship 33 (2024) 2, pp. 330-364

Persistent link: https://www.econbiz.de/10014633415

Status, wellbeing, and behavior at work or in college

Zhang, Yang; Goroshnikova, Tatiana; McGuire, Stephen J.; … - In: The journal of business and economic studies 27 (2023) 1, pp. 36-68

In this paper, we studied what predicts "good" and "bad" behavior and the relationship between these behaviors and two types of wellbeing. We developed our hypotheses based on social exchange theory and the wellbeing literature. We collected 1,250 responses from college students in Mexico, the...

Persistent link: https://www.econbiz.de/10014430422

The use of power numeraires in option pricing

Joshi, Mark - In: Operations research letters 45 (2017) 2, pp. 133-138

Persistent link: https://www.econbiz.de/10011687633

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