- Economics - Research Publications
Economics - Research Publications
Permanent URI for this collection
7 results
Filters
Reset filtersSettings
Statistics
Citations
Search Results
Now showing
1 - 7 of 7
-
ItemMultilevel dual approach for pricing American style derivatives (vol 17, pg 717, 2013)Belomestny, D ; Joshi, M ; Schoenmakers, J (SPRINGER HEIDELBERG, 2015-07)
-
ItemOption pricing and the Dirichlet problemJOSHI, M ( 2006)
-
ItemNew and robust drift approximations for the LIBOR market modelJoshi, M ; Stacey, A (ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2008)
-
ItemFAST SENSITIVITY COMPUTATIONS FOR MONTE CARLO VALUATION OF PENSION FUNDSJoshi, M ; Pitt, D (PEETERS, 2010-11)
-
ItemEffective Implementation of Generic Market ModelsJOSHI, M. ; LIESCH, L. ( 2007)
-
Item
-
ItemA displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementationJoshi, MS ; Rebonato, R (IOP PUBLISHING LTD, 2003-12)