We stand with Ukraine  

Mark S. Joshi

Orcid: 0000-0002-8456-3438

Affiliations:
  • University of Melbourne, Department of Economics, Australia


According to our database1, Mark S. Joshi authored at least 7 papers between 2011 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2017
The use of power numeraires in option pricing.
[BibTeX]
[DOI]
Mark S. Joshi
Oper. Res. Lett., 2017

2016
An exact method for the sensitivity analysis of systems simulated by rejection techniques.
[BibTeX]
[DOI]
Mark S. Joshi
,
Dan Zhu
Eur. J. Oper. Res., 2016

2015
A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds.
[BibTeX]
[DOI]
Mark S. Joshi
Oper. Res. Lett., 2015

Addendum to: Multilevel dual approach for pricing American style derivatives.
[BibTeX]
[DOI]
Denis Belomestny
,
Mark S. Joshi
,
John Schoenmakers
Finance Stochastics, 2015

2012
Interpolation Schemes in the Displaced-Diffusion LIBOR Market Model.
[BibTeX]
[DOI]
Christopher Beveridge
,
Mark S. Joshi
SIAM J. Financial Math., 2012

2011
Monte Carlo Bounds for Game Options Including Convertible Bonds.
[BibTeX]
[DOI]
Christopher Beveridge
,
Mark S. Joshi
Manag. Sci., 2011

Efficient greek estimation in generic swap-rate market models.
[BibTeX]
[DOI]
Mark S. Joshi
,
Chao Yang
Algorithmic Finance, 2011


  Loading...