Efficient greek estimation in generic swap-rate market models. - Mark S. Joshi; Chao Yang (Algorithmic Finance, 2011)

Monte Carlo Bounds for Game Options Including Convertible Bonds. - Christopher Beveridge; Mark S. Joshi (Manag. Sci., 2011)

Interpolation Schemes in the Displaced-Diffusion LIBOR Market Model. - Christopher Beveridge; Mark S. Joshi (SIAM J. Financial Math., 2012)

Addendum to: Multilevel dual approach for pricing American style derivatives. - Denis Belomestny; Mark S. Joshi; John Schoenmakers (Finance Stochastics, 2015)

A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds. - Mark S. Joshi (Oper. Res. Lett., 2015)

An exact method for the sensitivity analysis of systems simulated by rejection techniques. - Mark S. Joshi; Dan Zhu (Eur. J. Oper. Res., 2016)

The use of power numeraires in option pricing. - Mark S. Joshi (Oper. Res. Lett., 2017)