The following pages link to Mark Joshi (Q206724):
Displaying 50 items.
- An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427) (← links)
- (Q633331) (redirect page) (← links)
- Fast delta computations in the swap-rate market model (Q633332) (← links)
- Recovering asymptotics of short range potentials (Q1268045) (← links)
- Recovering the total singularity of a conormal potential from backscattering data (Q1272265) (← links)
- Recovering asymptotics of metrics from fixed energy scattering data (Q1298097) (← links)
- (Q1395349) (redirect page) (← links)
- Scattering on stratified media: the microlocal properties of the scattering matrix and recovering asymptotics of perturbations. (Q1395350) (← links)
- Total determination of material parameters from electromagnetic boundary information (Q1568944) (← links)
- Inverse scattering on asymptotically hyperbolic manifolds. (Q1588928) (← links)
- The use of power numeraires in option pricing (Q1728170) (← links)
- A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds (Q1785438) (← links)
- Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation (Q1994265) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Addendum to: ``Multilevel dual approach for pricing American style derivatives'' (Q2516774) (← links)
- Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier (Q2786033) (← links)
- Fast and accurate pricing and hedging of long-dated CMS spread options (Q2786342) (← links)
- Introduction to mathematical portfolio theory (Q2842206) (← links)
- Fast Monte Carlo Greeks for financial products with discontinuous pay-offs (Q2847241) (← links)
- Accelerating pathwise Greeks in the LIBOR market model (Q2882688) (← links)
- On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← links)
- Efficient Greek estimation in generic swap-rate market models (Q2919950) (← links)
- LEAST SQUARES MONTE CARLO CREDIT VALUE ADJUSTMENT WITH SMALL AND UNIDIRECTIONAL BIAS (Q2953307) (← links)
- Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions (Q3005816) (← links)
- PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS (Q3005957) (← links)
- Monte Carlo Bounds for Game Options Including Convertible Bonds (Q3019540) (← links)
- A JOINT EMPIRICAL AND THEORETICAL INVESTIGATION OF THE MODES OF DEFORMATION OF SWAPTION MATRICES: IMPLICATIONS FOR MODEL CHOICE (Q3022072) (← links)
- FAST SENSITIVITY COMPUTATIONS FOR MONTE CARLO VALUATION OF PENSION FUNDS (Q3071113) (← links)
- (Q3150062) (← links)
- (Q3511284) (← links)
- New and robust drift approximations for the LIBOR market model (Q3518382) (← links)
- (Q3533738) (← links)
- Achieving smooth asymptotics for the prices of European options in binomial trees (Q3623406) (← links)
- A symbolic construction of the forward fundamental solution of the wave operator (Q4220032) (← links)
- Recovering Asymptotics of Coulomb-like Potentials from Fixed Energy Scattering Data (Q4255783) (← links)
- (Q4262076) (← links)
- An intrinsic characterisation of polyhomogeneous Lagrangian distributions (Q4336619) (← links)
- A commutator proof of the propagation of polyhomogeneity for semi-linear equations (Q4340663) (← links)
- (Q4356429) (← links)
- The generation of semilinear singularities by a swallowtail caustic (Q4397439) (← links)
- A model form for exact 𝑏-metrics (Q4517500) (← links)
- Explicitly recovering asymptotics of short range potentials (Q4519074) (← links)
- Higher Order Scattering on Asymptotically Euclidean Manifolds (Q4522127) (← links)
- THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (Q4563775) (← links)
- Rapid and accurate development of prices and Greeks for<i>n</i>th to default credit swaps in the Li model (Q4610234) (← links)
- Bounding Bermudan swaptions in a swap-rate market model (Q4646800) (← links)
- A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation (Q4647291) (← links)
- (Q4673216) (← links)
- Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs (Q4682698) (← links)
- (Q4719582) (← links)
