Access Statistics for Mark Joshi

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options 1 3 7 19 2 5 20 60
Achieving smooth asymptotics for the prices of European options in binomial trees 1 1 3 3 1 1 10 10
New and robust drift approximations for the LIBOR market model 0 1 13 18 1 5 28 40
Total Journal Articles 2 5 23 40 4 11 58 110


Statistics updated 2009-12-07