- Economics - Research Publications
Economics - Research Publications
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ItemOption pricing and the Dirichlet problemJOSHI, M ( 2006)
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ItemNew and robust drift approximations for the LIBOR market modelJoshi, M ; Stacey, A (ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2008)
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ItemFAST SENSITIVITY COMPUTATIONS FOR MONTE CARLO VALUATION OF PENSION FUNDSJoshi, M ; Pitt, D (PEETERS, 2010-11)
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ItemEffective Implementation of Generic Market ModelsJOSHI, M. ; LIESCH, L. ( 2007)
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ItemA displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementationJoshi, MS ; Rebonato, R (IOP PUBLISHING LTD, 2003-12)