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Fast sensitivity computations for Monte Carlo valuation of pension funds
Joshi, Mark S.; Pitt, David C. - 2009
Persistent link: https://www.econbiz.de/10003924234
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Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.; Chao Yang - 2009
Persistent link: https://www.econbiz.de/10003924254
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Efficient Greek estimation in generic market models
Joshi, Mark S.; Chao Yang - 2009
Persistent link: https://www.econbiz.de/10003924270
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Fast delta computations in the swap market model
Joshi, Mark S.; Chao Yang - 2009
Persistent link: https://www.econbiz.de/10003924295
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Interpolation schemes in the displaced-diffusion libor market
Beveridge, Christopher; Joshi, Mark S. - 2009
Persistent link: https://www.econbiz.de/10003924341
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Graphical Asian options
Joshi, Mark S. - 2009
Persistent link: https://www.econbiz.de/10003924342
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Fast Monte-Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong; Joshi, Mark S. - 2009
Persistent link: https://www.econbiz.de/10003924347
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Minimal partial proxy simulation schemes for generic and robust Monte-Carlo Greeks
Chan, Jiun Hong; Joshi, Mark S. - 2009
Persistent link: https://www.econbiz.de/10003924351
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Practical policy iteration : generic methods for obtaining rapid and tight
Beveridge, Christopher; Joshi, Mark S. - 2009
Persistent link: https://www.econbiz.de/10003924356
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Vega control
Denson, Nick; Joshi, Mark S. - 2009
Persistent link: https://www.econbiz.de/10003924360