M. Joshi
with Stacey · 2006
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom M. Joshi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Dilip B Madan 5
- David X. Li
- Jessica Cariboni
- Wim Schoutens
- Eugene Seneta
- René L. Schilling
- Paul Glasserman
- Peter P. Carr
- Eric C. Chang
Papers from M. Joshi's perspective
Ordered by how strongly the researchers M. Joshi trusts endorse each paper. Same corpus, a different order for every researcher.
- The Variance Gamma Process and Option Pricing
- On Default Correlation: A Copula Function Approach
- The Variance Gamma (V.G.) Model for Share Market Returns
- Monte Carlo Methods in Financial Engineering
- Financial Modelling with Jump Processes
- Pricing Credit Default Swaps Under Levy Models
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- Information Theory, Inference, and Learning Algorithms
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- First passage times of a jump diffusion process (Advances in Applied Probability)
Their papers
- Intensity Gamma: A New Approach to Pricing Portfolio Credit Derivatives (2006) — 51 citations