Mark S. Joshi

According to our database1, Mark S. Joshi authored at least 6 papers between 2011 and 2017.

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

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

Online presence:

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Bibliography

2017
The use of power numeraires in option pricing.
Oper. Res. Lett., 2017

2016
An exact method for the sensitivity analysis of systems simulated by rejection techniques.
Eur. J. Oper. Res., 2016

2015
A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds.
Oper. Res. Lett., 2015

Addendum to: Multilevel dual approach for pricing American style derivatives.
Finance Stochastics, 2015

2011
Monte Carlo Bounds for Game Options Including Convertible Bonds.
Manag. Sci., 2011

Efficient greek estimation in generic swap-rate market models.
Algorithmic Finance, 2011


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