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Partial proxy simulation schemes for generic and robust Monte-Carlo greeks
Fries, Christian P. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003632936
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Conditional analytic Monte-Carlo pricing schemes of auto-callable products
Fries, Christian P. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003797798
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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
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The concepts and practice of mathematical finance
Joshi, Mark S. - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003722014
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Graphical Asian options
Joshi, Mark S. - 2009
Persistent link: https://www.econbiz.de/10003924342
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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
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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
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Achieving higher order convergence for the prices of European options in binomial trees
Joshi, Mark S. - In: Mathematical finance : an international journal of … 20 (2010) 1, pp. 89-103
Persistent link: https://www.econbiz.de/10003955683