Access Statistics for Mark Joshi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Optimal Limit Methods for Computing Sensitivities of 0 0 0 11 0 0 11 76
Total Working Papers 0 0 0 11 0 0 11 76

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 0 1 1 31 1 2 13 144
A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation 1 2 6 107 1 2 26 347
Achieving smooth asymptotics for the prices of European options in binomial trees 0 1 2 29 1 2 12 91
Addendum to: Multilevel dual approach for pricing American style derivatives 0 0 0 10 0 0 6 43
An exact method for the sensitivity analysis of systems simulated by rejection techniques 0 0 0 0 0 0 15 27
Bounding Bermudan swaptions in a swap-rate market model 0 0 2 23 0 3 13 94
Effective Implementation of Generic Market Models 0 0 0 4 0 1 7 21
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies 0 0 0 24 0 1 11 85
Efficient greek estimation in generic swap-rate market models 0 0 0 0 2 2 7 77
Fast Sensitivity Computations for Monte Carlo Valuation of Pension Funds 0 0 0 2 1 2 4 28
Fast delta computations in the swap-rate market model 0 0 0 24 0 1 6 168
Monte Carlo Bounds for Game Options Including Convertible Bonds 0 0 0 19 0 1 6 80
New and robust drift approximations for the LIBOR market model 0 0 0 41 1 1 13 166
On the analytical/numerical pricing of American put options against binomial tree prices 0 1 1 26 0 2 15 112
Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs 0 0 0 7 1 2 5 27
Practical policy iteration: Generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation 0 0 0 17 0 0 8 129
Rapid and accurate development of prices and Greeks for nth to default credit swaps in the Li model 0 0 2 22 0 0 8 81
Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions 0 0 0 21 0 1 9 84
THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL 0 0 0 8 1 1 6 30
Trinomial or binomial: Accelerating American put option price on trees 0 0 1 13 1 1 17 59
Truncation and acceleration of the Tian tree for the pricing of American put options 0 0 0 5 0 0 8 47
Total Journal Articles 1 5 15 433 10 25 215 1,940

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10