default search action

combined dblp search
author search
venue search
publication search

ask others

Mark S. Joshi

> Home > Persons

Person information

affiliation: University of Melbourne, Department of Economics, Australia

Refine list

refinements active!

zoomed in on ?? of ?? records

view refined list in

export refined list as

showing all ?? records

2010 – 2019

see FAQ

What is the meaning of the colors in the publication lists?

2017
[j7]
- view
  authority control:
- export record
  dblp key:
  - journals/orl/Joshi17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/orl/Joshi17
Mark S. Joshi:
The use of power numeraires in option pricing. Oper. Res. Lett. 45(2): 133-138 (2017)
2016
[j6]
- view
  authority control:
- export record
  dblp key:
  - journals/eor/JoshiZ16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/JoshiZ16
Mark S. Joshi, Dan Zhu:
An exact method for the sensitivity analysis of systems simulated by rejection techniques. Eur. J. Oper. Res. 254(3): 875-888 (2016)
2015
[j5]
- view
  authority control:
- export record
  dblp key:
  - journals/fs/BelomestnyJS15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/BelomestnyJS15
Denis Belomestny, Mark S. Joshi, John Schoenmakers:
Addendum to: Multilevel dual approach for pricing American style derivatives. Finance Stochastics 19(3): 681-684 (2015)
[j4]
- view
  authority control:
- export record
  dblp key:
  - journals/orl/Joshi15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/orl/Joshi15
Mark S. Joshi:
A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds. Oper. Res. Lett. 43(6): 581-585 (2015)
2012
[j3]
- view
  authority control:
- export record
  dblp key:
  - journals/siamfm/BeveridgeJ12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/BeveridgeJ12
Christopher Beveridge, Mark S. Joshi:
Interpolation Schemes in the Displaced-Diffusion LIBOR Market Model. SIAM J. Financial Math. 3(1): 593-604 (2012)
2011
[j2]
- view
  authority control:
- export record
  dblp key:
  - journals/af/JoshiY11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/JoshiY11
Mark S. Joshi, Chao Yang:
Efficient greek estimation in generic swap-rate market models. Algorithmic Finance 1(1): 17-33 (2011)
[j1]
- view
  authority control:
- export record
  dblp key:
  - journals/mansci/BeveridgeJ11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mansci/BeveridgeJ11
Christopher Beveridge, Mark S. Joshi:
Monte Carlo Bounds for Game Options Including Convertible Bonds. Manag. Sci. 57(5): 960-974 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.