Mark S. Joshi
According to our database1, Mark S. Joshi authored at least 6 papers between 2011 and 2017.
Legend:Book In proceedings Article PhD thesis Other
An exact method for the sensitivity analysis of systems simulated by rejection techniques.
Eur. J. Oper. Res., 2016
A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds.
Oper. Res. Lett., 2015
Finance Stochastics, 2015
Algorithmic Finance, 2011