E-LIB Suche - Ergebnisse für: Joshi, Mark S.

1

An exact method for the sensitivity analysis of systems sim..:

Joshi, Mark S. ; Zhu, Dan
European Journal of Operational Research. 254 (2016) 3 - p. 875-888 , 2016

Link: https://doi.org/10.1016/..

2

THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF F..:

Joshi, Mark S. ; Zhu, Dan
ASTIN Bulletin. 46 (2016) 2 - p. 431-467 , 2016

Link: https://doi.org/10.1017/..

3

Optimal Partial Proxy Method for Computing Gammas of Financ..:

Joshi, Mark S. ; Zhu, Dan
Applied Mathematical Finance. 23 (2016) 1 - p. 22-56 , 2016

Link: https://doi.org/10.1080/..

4

Analysing the bias in the primal-dual upper bound method fo..:

Joshi, Mark S.
Quantitative Finance. 16 (2015) 4 - p. 519-533 , 2015

Link: https://doi.org/10.1080/..

5

A new class of dual upper bounds for early exercisable deri..:

Joshi, Mark S.
Operations Research Letters. 43 (2015) 6 - p. 581-585 , 2015

Link: https://doi.org/10.1016/..

6

Smooth simultaneous calibration of the LMM to caplets and c..:

Ametrano, Ferdinando M. ; Joshi, Mark S.
Quantitative Finance. 11 (2011) 4 - p. 547-558 , 2011

Link: https://doi.org/10.1080/..

7

Graphical Asian options:

Joshi, Mark S.
Wilmott Journal. 2 (2010) 2 - p. 97-107 , 2010

Link: https://doi.org/10.1002/..

8

ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPE..:

Joshi, Mark S.
Mathematical Finance. 20 (2010) 1 - p. 89-103 , 2010

Link: https://doi.org/10.1111/..

9

Achieving smooth asymptotics for the prices of European opt..:

Joshi, Mark S.
Quantitative Finance. 9 (2009) 2 - p. 171-176 , 2009

Link: https://doi.org/10.1080/..

10

A Simple Derivation of and Improvements to Jamshidian's and..:

Joshi, Mark S.
Applied Mathematical Finance. 14 (2007) 3 - p. 197-205 , 2007

Link: https://doi.org/10.1080/..

11

Rapid and accurate development of prices and Greeks fornth ..:

Joshi, Mark S ; Kainth, Dherminder
Quantitative Finance. 4 (2004) 3 - p. 266-275 , 2004

Link: https://doi.org/10.1088/..

12

A displaced-diffusion stochastic volatility LIBOR market mo..:

Joshi, Mark S ; Rebonato, Riccardo
Quantitative Finance. 3 (2003) 6 - p. 458-469 , 2003

Link: https://doi.org/10.1088/..

13

The Wave Group on Asymptotically Hyperbolic Manifolds:

Joshi, Mark S. ; Barreto, Antônio Sá
Journal of Functional Analysis. 184 (2001) 2 - p. 291-312 , 2001

Link: https://doi.org/10.1006/..

14

Inverse scattering on asymptotically hyperbolic manifolds:

Joshi, Mark S. ; Barreto, Antônio Sá
Acta Mathematica. 184 (2000) 1 - p. 41-86 , 2000

Link: https://doi.org/10.1007/..

15

Recovering asymptotics of metrics from fixed energy scatter..:

Joshi, Mark S. ; Sá Barreto, Antônio
Inventiones Mathematicae. 137 (1999) 1 - p. 127-143 , 1999

Link: https://doi.org/10.1007/..