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Option pricing theory
46
Optionspreistheorie
46
Theorie
35
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35
Monte Carlo simulation
32
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29
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22
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22
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16
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16
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80
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Joshi, Mark S.
73
Joshi, Mark
30
Chan, Jiun Hong
17
Beveridge, Christopher
13
Tang, Robert
11
Chao Yang
9
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
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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
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1
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1
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1
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Jäckel, Peter
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
42
The journal of computational finance
9
International journal of theoretical and applied finance
8
Quantitative Finance
7
Journal of economic dynamics & control
5
International Journal of Theoretical and Applied Finance (IJTAF)
4
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4
Risk : managing risk in the world's financial markets
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3
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2
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ECONIS (ZBW)
79
RePEc
18
OLC EcoSci
13
USB Cologne (EcoSocSci)
1
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61
An exact method for the sensitivity analysis of systems simulated by rejection techniques
Joshi, Mark S.
;
Zhu, Dan
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 875-888
Persistent link: https://www.econbiz.de/10011521858
Saved in:
62
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
Saved in:
63
The concepts and practice of mathematical finance
Joshi, Mark S.
-
2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003722014
Saved in:
64
Monte Carlo bounds for callable products with non-analytic break costs
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297269
Saved in:
65
A simple derivation of and improvements to Jamshidian's and Rogers' upper bound methods for Bermudan options
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297275
Saved in:
66
Effective implementation of generic market models
Joshi, Mark S.
(
contributor
);
Liesch, Lorenzo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297279
Saved in:
67
Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options
Joshi, Mark S.
(
contributor
);
Leung, Terence
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297285
Saved in:
68
New and robust drift approximations for the Libor market model
Joshi, Mark S.
(
contributor
);
Stacey, Alan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297300
Saved in:
69
Intensity Gamma : a new approach to pricing portfolio credit derivatives
Joshi, Mark S.
(
contributor
);
Stacey, Alan M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297306
Saved in:
70
Achieving decorrelation and speed simultaneously in the Libor market model
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297310
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