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Author ID: joshi.mark-s Recent zbMATH articles by "Joshi, Mark S."
Published as: Joshi, Mark S.; Joshi, Mark; Joshi, M. S.; Joshi, M.
External Links: MGP · ORCID · Wikidata · Google Scholar · dblp · GND · IdRef
Documents Indexed: 60 Publications since 1997, including 6 Books
1 Further Contribution
Biographic References: 1 Publication
Co-Authors: 24 Co-Authors with 37 Joint Publications
371 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

46 Publications have been cited 306 times in 212 Documents Cited by Year
Inverse scattering on asymptotically hyperbolic manifolds. Zbl 1142.58309
Joshi, Mark S.; Sá Barreto, Antônio
55
2000
Introduction of the theory of distributions. With additional material by M. Joshi. 2nd ed. Zbl 0971.46024
Friedlander, F. G.
33
1998
The concepts and practice of mathematical finance. Zbl 1052.91001
Joshi, Mark S.
24
2003
Recovering asymptotics of metrics from fixed energy scattering data. Zbl 0953.58025
Joshi, Mark S.; Sá Barreto, Antônio
19
1999
An inverse boundary value problem for harmonic differential forms. Zbl 1068.35185
Joshi, M. S.; Lionheart, W. R. B.
14
2005
Total determination of material parameters from electromagnetic boundary information. Zbl 1012.78012
Joshi, Mark S.; McDowall, Stephen R.
11
2000
Recovering asymptotics of short range potentials. Zbl 0920.58052
Joshi, Mark S.; Sá Barreto, Antônio
11
1998
A symbolic construction of the forward fundamental solution of the wave operator. Zbl 0917.35171
Joshi, M. S.
8
1998
A simple derivation of and Improvements to Jamshidian’s and Rogers’ upper bound methods for Bermudan options. Zbl 1186.91194
Joshi, Mark S.
8
2007
Achieving smooth asymptotics for the prices of European options in binomial trees. Zbl 1158.91381
Joshi, Mark S.
8
2009
Rapid and accurate development of prices and Greeks for \(n\)th to default credit swaps in the Li model. Zbl 1405.91627
Joshi, Mark S.; Kainth, Dherminder
8
2004
Achieving higher order convergence for the prices of European options in binomial trees. Zbl 1182.91177
Joshi, Mark S.
8
2010
The concepts and practice of mathematical finance. 2nd ed. Zbl 1145.91001
Joshi, Mark S.
7
2008
A joint empirical and theoretical investigation of the modes of deformation of swaption matrices: implications for model choice. Zbl 1108.91326
Rebonato, Riccardo; Joshi, Mark
6
2002
An intrinsic characterisation of polyhomogeneous Lagrangian distributions. Zbl 0868.58078
Joshi, M. S.
6
1997
The wave group on asymptotically hyperbolic manifolds. Zbl 0997.58010
Joshi, Mark S.; Sá Barreto, Antônio
6
2001
Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation. Zbl 1402.91888
Beveridge, Christopher; Joshi, Mark; Tang, Robert
6
2013
New and robust drift approximations for the LIBOR market model. Zbl 1140.91393
Joshi, Mark; Stacey, Alan
5
2008
Explicitly recovering asymptotics of short range potentials. Zbl 0963.35148
Joshi, M. S.
5
2000
A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation. Zbl 1405.91662
Joshi, Mark S.; Rebonato, Riccardo
5
2003
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies. Zbl 1402.91893
Joshi, Mark; Tang, Robert
5
2014
Determining asymptotics of magnetic fields from fixed energy scattering data. Zbl 0934.35203
Joshi, Mark S.; Sá Barreto, Antônio
4
1999
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs. Zbl 1280.91191
Chan, Jiun Hong; Joshi, Mark
4
2013
Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products. Zbl 1214.91132
Fries, Christian P.; Joshi, Mark S.
4
2011
Effective implementation of generic market models. Zbl 1159.91378
Joshi, Mark S.; Liesch, Lorenzo
4
2007
Recovering asymptotics of Coulomb-like potentials from fixed energy scattering data. Zbl 0927.58016
Joshi, M. S.
3
1999
The generation of semilinear singularities by a swallowtail caustic. Zbl 0913.35007
Joshi, Mark S.; Sá Barreto, Antônio
3
1998
Monte Carlo bounds for game options including convertible bonds. Zbl 1217.91199
Beveridge, Christopher; Joshi, Mark
3
2011
Recovering the total singularity of a conormal potential from backscattering data. Zbl 0918.35140
Joshi, Mark S.
2
1998
Fast and accurate pricing and hedging of long-dated CMS spread options. Zbl 1233.91280
Joshi, Mark; Yang, Chao
2
2010
Fast sensitivity computations for Monte Carlo valuation of pension funds. Zbl 1235.91095
Joshi, Mark; Pitt, David
2
2010
Interpolation schemes in the displaced-diffusion LIBOR market model. Zbl 1255.91413
Beveridge, Christopher; Joshi, Mark
2
2012
Least squares Monte Carlo credit value adjustment with small and unidirectional bias. Zbl 1396.91789
Joshi, Mark; Kwon, Oh Kang
2
2016
An exact method for the sensitivity analysis of systems simulated by rejection techniques. Zbl 1346.90254
Joshi, Mark S.; Zhu, Dan
1
2016
Addendum to: “Multilevel dual approach for pricing American style derivatives”. Zbl 1330.91182
Belomestny, Denis; Joshi, Mark; Schoenmakers, John
1
2015
The efficient computation of prices and Greeks for callable range accruals using the displaced-diffusion LMM. Zbl 1292.91172
Beveridge, Christopher; Joshi, Mark
1
2014
Non-parametric pricing of long-dated volatility derivatives under stochastic interest rates. Zbl 1465.91116
Joshi, Mark; Ranasinghe, Navin
1
2016
A model form for exact \(b\)-metrics. Zbl 0974.58029
Joshi, M. S.
1
2001
Higher order scattering on asymptotically Euclidean manifolds. Zbl 0984.58019
Christiansen, T. J.; Joshi, M. S.
1
2000
Recovering asymptotics at infinity of perturbations of stratified media. Zbl 1213.35333
Christiansen, T.; Joshi, M. S.
1
2000
Fast delta computations in the swap-rate market model. Zbl 1209.91168
Joshi, Mark; Yang, Chao
1
2011
Introduction to mathematical portfolio theory. Zbl 1329.91002
Joshi, Mark S.; Paterson, Jane M.
1
2013
Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions. Zbl 1214.91116
Ametrano, Ferdinando M.; Joshi, Mark S.
1
2011
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs. Zbl 1396.91801
Joshi, Mark S.; Zhu, Dan
1
2016
On the analytical/numerical pricing of American put options against binomial tree prices. Zbl 1242.91203
Joshi, Mark; Staunton, Mike
1
2012
The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital. Zbl 1390.91191
Joshi, Mark S.; Zhu, Dan
1
2016
Least squares Monte Carlo credit value adjustment with small and unidirectional bias. Zbl 1396.91789
Joshi, Mark; Kwon, Oh Kang
2
2016
An exact method for the sensitivity analysis of systems simulated by rejection techniques. Zbl 1346.90254
Joshi, Mark S.; Zhu, Dan
1
2016
Non-parametric pricing of long-dated volatility derivatives under stochastic interest rates. Zbl 1465.91116
Joshi, Mark; Ranasinghe, Navin
1
2016
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs. Zbl 1396.91801
Joshi, Mark S.; Zhu, Dan
1
2016
The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital. Zbl 1390.91191
Joshi, Mark S.; Zhu, Dan
1
2016
Addendum to: “Multilevel dual approach for pricing American style derivatives”. Zbl 1330.91182
Belomestny, Denis; Joshi, Mark; Schoenmakers, John
1
2015
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies. Zbl 1402.91893
Joshi, Mark; Tang, Robert
5
2014
The efficient computation of prices and Greeks for callable range accruals using the displaced-diffusion LMM. Zbl 1292.91172
Beveridge, Christopher; Joshi, Mark
1
2014
Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation. Zbl 1402.91888
Beveridge, Christopher; Joshi, Mark; Tang, Robert
6
2013
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs. Zbl 1280.91191
Chan, Jiun Hong; Joshi, Mark
4
2013
Introduction to mathematical portfolio theory. Zbl 1329.91002
Joshi, Mark S.; Paterson, Jane M.
1
2013
Interpolation schemes in the displaced-diffusion LIBOR market model. Zbl 1255.91413
Beveridge, Christopher; Joshi, Mark
2
2012
On the analytical/numerical pricing of American put options against binomial tree prices. Zbl 1242.91203
Joshi, Mark; Staunton, Mike
1
2012
Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products. Zbl 1214.91132
Fries, Christian P.; Joshi, Mark S.
4
2011
Monte Carlo bounds for game options including convertible bonds. Zbl 1217.91199
Beveridge, Christopher; Joshi, Mark
3
2011
Fast delta computations in the swap-rate market model. Zbl 1209.91168
Joshi, Mark; Yang, Chao
1
2011
Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions. Zbl 1214.91116
Ametrano, Ferdinando M.; Joshi, Mark S.
1
2011
Achieving higher order convergence for the prices of European options in binomial trees. Zbl 1182.91177
Joshi, Mark S.
8
2010
Fast and accurate pricing and hedging of long-dated CMS spread options. Zbl 1233.91280
Joshi, Mark; Yang, Chao
2
2010
Fast sensitivity computations for Monte Carlo valuation of pension funds. Zbl 1235.91095
Joshi, Mark; Pitt, David
2
2010
Achieving smooth asymptotics for the prices of European options in binomial trees. Zbl 1158.91381
Joshi, Mark S.
8
2009
The concepts and practice of mathematical finance. 2nd ed. Zbl 1145.91001
Joshi, Mark S.
7
2008
New and robust drift approximations for the LIBOR market model. Zbl 1140.91393
Joshi, Mark; Stacey, Alan
5
2008
A simple derivation of and Improvements to Jamshidian’s and Rogers’ upper bound methods for Bermudan options. Zbl 1186.91194
Joshi, Mark S.
8
2007
Effective implementation of generic market models. Zbl 1159.91378
Joshi, Mark S.; Liesch, Lorenzo
4
2007
An inverse boundary value problem for harmonic differential forms. Zbl 1068.35185
Joshi, M. S.; Lionheart, W. R. B.
14
2005
Rapid and accurate development of prices and Greeks for \(n\)th to default credit swaps in the Li model. Zbl 1405.91627
Joshi, Mark S.; Kainth, Dherminder
8
2004
The concepts and practice of mathematical finance. Zbl 1052.91001
Joshi, Mark S.
24
2003
A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation. Zbl 1405.91662
Joshi, Mark S.; Rebonato, Riccardo
5
2003
A joint empirical and theoretical investigation of the modes of deformation of swaption matrices: implications for model choice. Zbl 1108.91326
Rebonato, Riccardo; Joshi, Mark
6
2002
The wave group on asymptotically hyperbolic manifolds. Zbl 0997.58010
Joshi, Mark S.; Sá Barreto, Antônio
6
2001
A model form for exact \(b\)-metrics. Zbl 0974.58029
Joshi, M. S.
1
2001
Inverse scattering on asymptotically hyperbolic manifolds. Zbl 1142.58309
Joshi, Mark S.; Sá Barreto, Antônio
55
2000
Total determination of material parameters from electromagnetic boundary information. Zbl 1012.78012
Joshi, Mark S.; McDowall, Stephen R.
11
2000
Explicitly recovering asymptotics of short range potentials. Zbl 0963.35148
Joshi, M. S.
5
2000
Higher order scattering on asymptotically Euclidean manifolds. Zbl 0984.58019
Christiansen, T. J.; Joshi, M. S.
1
2000
Recovering asymptotics at infinity of perturbations of stratified media. Zbl 1213.35333
Christiansen, T.; Joshi, M. S.
1
2000
Recovering asymptotics of metrics from fixed energy scattering data. Zbl 0953.58025
Joshi, Mark S.; Sá Barreto, Antônio
19
1999
Determining asymptotics of magnetic fields from fixed energy scattering data. Zbl 0934.35203
Joshi, Mark S.; Sá Barreto, Antônio
4
1999
Recovering asymptotics of Coulomb-like potentials from fixed energy scattering data. Zbl 0927.58016
Joshi, M. S.
3
1999
Introduction of the theory of distributions. With additional material by M. Joshi. 2nd ed. Zbl 0971.46024
Friedlander, F. G.
33
1998
Recovering asymptotics of short range potentials. Zbl 0920.58052
Joshi, Mark S.; Sá Barreto, Antônio
11
1998
A symbolic construction of the forward fundamental solution of the wave operator. Zbl 0917.35171
Joshi, M. S.
8
1998
The generation of semilinear singularities by a swallowtail caustic. Zbl 0913.35007
Joshi, Mark S.; Sá Barreto, Antônio
3
1998
Recovering the total singularity of a conormal potential from backscattering data. Zbl 0918.35140
Joshi, Mark S.
2
1998
An intrinsic characterisation of polyhomogeneous Lagrangian distributions. Zbl 0868.58078
Joshi, M. S.
6
1997
all top 5

Cited by 284 Authors

28 Joshi, Mark S.
11 Sá Barreto, Antônio
10 Guillarmou, Colin
8 Nicoleau, François
6 Daudé, Thierry
6 Salo, Mikko
5 Kim, Seunghyeok
5 Vasy, András
4 Borthwick, David
4 Hassell, Andrew
4 Lassas, Matti J.
4 Perry, Peter A.
4 Rebonato, Riccardo
4 Tzou, Leo
4 Wang, Fang
4 Wunsch, Jared
4 Yu, Chengjie
4 Zhu, Dan
3 Ammari, Habib M.
3 Baskin, Dean
3 Caro, Pedro
3 Fries, Christian P.
3 Karpukhin, Mikhail A.
3 Kurylëv, Yaroslav Vadimovich
3 Leduc, Guillaume
3 Moroianu, Sergiu
3 Musso, Monica
3 Ola, Petri
3 Schweizer, Nikolaus
3 Sharafutdinov, Vladimir A.
3 Shi, Yongjie
3 Tang, Robert L.
3 Uhlmann, Gunther Alberto
3 Wei, Juncheng
2 Bender, Christian
2 Beveridge, Christopher
2 Bouclet, Jean-Marc
2 Chen, Xi
2 Isozaki, Hiroshi
2 Kamran, Niky
2 McWalter, Thomas Andrew
2 Päivärinta, Lassi
2 Palmer, Kenneth James
2 Papapantoleon, Antonis
2 Park, Jinsung
2 Raulot, Simon
2 Savo, Alessandro
2 Steinrücke, Lea
2 Swishchuk, Anatoliy
2 Van Appel, Jacques
2 Vogelius, Michael S.
2 Zagst, Rudi
1 Albin, Pierre
1 Ametrano, Ferdinando M.
1 Ankirchner, Stefan
1 Arabas, Sylwester
1 Arrouy, Pierre-Edouard
1 Aubry, Erwann
1 Baltean-Lugojan, Radu
1 Becherer, Dirk
1 Belishev, Mikhail Igorevitch
1 Bellassoued, Mourad
1 Belomestny, Denis
1 Bonnefoy, Paul
1 Boumezoued, Alexandre
1 Bramante, Riccardo
1 Broadie, Mark N.
1 Brown, B. Malcolm
1 Camaño, Jessika
1 Cao, Menghui
1 Cappiello, Marco
1 Carron, Gilles
1 Chan, Jiun Hong
1 Chang, Sun-Yung Alice
1 Chen, Dianfa
1 Chen, Ting
1 Chen, Wenjing
1 Chen, Zhijin
1 Cheng, Ya
1 Choe, Geon Ho
1 Christiansen, Tanya J.
1 Chung, Francis J.
1 Cibotaru, Daniel Florentiu
1 Craddock, Mark
1 Dallago, Gimmi
1 Dang, Duy Minh
1 Datchev, Kiril R.
1 de Graaf, Cornelis S. L.
1 Deguillaume, Nick
1 Delsing, G. A.
1 Deng, Jun
1 Deng, Shengbing
1 Desmettre, Sascha
1 Devineau, Laurent
1 Dickmann, Fabian
1 Domínguez-Vázquez, Miguel
1 Doumpos, Michael
1 Dreher, Michael
1 Enciso, Alberto
1 Epstein, Charles Lawrence
...and 184 more Authors
all top 5

Cited in 82 Serials

17 International Journal of Theoretical and Applied Finance
17 Quantitative Finance
15 Communications in Partial Differential Equations
13 Journal of Functional Analysis
6 Advances in Mathematics
6 Duke Mathematical Journal
5 Communications in Mathematical Physics
5 Annales de l’Institut Fourier
5 Journal of Differential Equations
5 The Journal of Geometric Analysis
5 Mathematical Finance
4 Journal of Economic Dynamics & Control
4 European Journal of Operational Research
4 Annales Henri Poincaré
3 Inverse Problems
3 Journal of Mathematical Physics
3 Applied Mathematics and Computation
3 Bulletin des Sciences Mathématiques
3 Applied Mathematical Finance
3 Inverse Problems and Imaging
3 Journal of Spectral Theory
2 Journal d’Analyse Mathématique
2 Journal of Mathematical Analysis and Applications
2 Journal of Geometry and Physics
2 Journal of Computational and Applied Mathematics
2 Journal für die Reine und Angewandte Mathematik
2 Mathematische Annalen
2 Memoirs of the American Mathematical Society
2 International Journal of Computer Mathematics
2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
2 SIAM Journal on Mathematical Analysis
2 Calculus of Variations and Partial Differential Equations
2 INFORMS Journal on Computing
2 Journal of the European Mathematical Society (JEMS)
2 Methodology and Computing in Applied Probability
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 ASTIN Bulletin
2 Computational Management Science
2 SIAM Journal on Financial Mathematics
1 Mathematical Methods in the Applied Sciences
1 Acta Mathematica
1 Bulletin of the London Mathematical Society
1 Canadian Journal of Mathematics
1 Inventiones Mathematicae
1 Journal of Econometrics
1 Journal of Optimization Theory and Applications
1 Mathematics of Operations Research
1 Operations Research
1 Osaka Journal of Mathematics
1 Proceedings of the American Mathematical Society
1 Transactions of the American Mathematical Society
1 Insurance Mathematics & Economics
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 International Journal of Intelligent Systems
1 Fractals
1 Top
1 Monte Carlo Methods and Applications
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 CEJOR. Central European Journal of Operations Research
1 Communications in Contemporary Mathematics
1 Journal of High Energy Physics
1 The ANZIAM Journal
1 Scandinavian Actuarial Journal
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Bulletin of the Brazilian Mathematical Society. New Series
1 North American Actuarial Journal
1 Asia-Pacific Financial Markets
1 Review of Derivatives Research
1 Sibirskie Èlektronnye Matematicheskie Izvestiya
1 Journal of Industrial and Management Optimization
1 Stochastics
1 Frontiers of Mathematics in China
1 Electronic Research Announcements in Mathematical Sciences
1 Analysis & PDE
1 Advances in Applied Mathematics and Mechanics
1 Science China. Mathematics
1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
1 ISRN Computational Mathematics
1 Probability, Uncertainty and Quantitative Risk

Citations by Year

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