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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
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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
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Analyzing the bias in the primal-dual upper bound method for early exercisable derivatives : bounds, estimation and removal
Joshi, Mark S. - 2014
Persistent link: https://www.econbiz.de/10010348822
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Monte Carlo bounds for callable products with non-analytic break costs
Joshi, Mark S. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297269