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

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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

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


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