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Information about:
Mark Joshi

Personal Details | Affiliation | Works
This is information that was supplied by Mark Joshi in registering through RePEc. If you are Mark Joshi , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Mark
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Last Name: Joshi
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RePEc Short-ID: pjo106

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Homepage: http://www.markjoshi.com
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Works

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Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

  1. Mark Joshi, 2009. "Achieving smooth asymptotics for the prices of European options in binomial trees," Quantitative Finance, Taylor and Francis Journals, vol. 9(2), pages 171-176. [Downloadable!] (restricted)

  2. Mark Joshi & Alan Stacey, 2008. "New and robust drift approximations for the LIBOR market model," Quantitative Finance, Taylor and Francis Journals, vol. 8(4), pages 427-434. [Downloadable!] (restricted)

  3. Mark S. Joshi, 2007. "A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options," Applied Mathematical Finance, Taylor and Francis Journals, vol. 14(3), pages 197-205. [Downloadable!] (restricted)

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This page was last updated on 2009-10-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.