Mark S. Joshi

1.9k total citations
125 papers, 1.1k citations indexed

About

Mark S. Joshi is a scholar working on Finance, Mathematical Physics and Economics and Econometrics. According to data from OpenAlex, Mark S. Joshi has authored 125 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 96 papers in Finance, 28 papers in Mathematical Physics and 23 papers in Economics and Econometrics. Recurrent topics in Mark S. Joshi's work include Stochastic processes and financial applications (94 papers), Financial Risk and Volatility Modeling (38 papers) and Credit Risk and Financial Regulations (29 papers). Mark S. Joshi is often cited by papers focused on Stochastic processes and financial applications (94 papers), Financial Risk and Volatility Modeling (38 papers) and Credit Risk and Financial Regulations (29 papers). Mark S. Joshi collaborates with scholars based in Australia, United Kingdom and United States. Mark S. Joshi's co-authors include Antônio Sá Barreto, Riccardo Rebonato, Chao Yang, Alan Stacey, Christian Fries, Terence S. Leung, Oh Kang Kwon, Jochen Theis, Dan Zhu and Stephen McDowall and has published in prestigious journals such as Management Science, European Journal of Operational Research and Communications in Mathematical Physics.

In The Last Decade

Mark S. Joshi

114 papers receiving 961 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Mark S. Joshi Australia	16	818	228	187	178	139	125	1.1k
Josef Teichmann Switzerland	17	709 0.9×	156 0.7×	200 1.1×	178 1.0×	44 0.3×	67	966
Aurélien Alfonsi France	16	907 1.1×	92 0.4×	452 2.4×	214 1.2×	48 0.3×	47	1.2k
Damien Lamberton France	16	914 1.1×	94 0.4×	325 1.7×	171 1.0×	59 0.4×	30	1.1k
Vadim Linetsky United States	29	2.1k 2.6×	302 1.3×	493 2.6×	256 1.4×	98 0.7×	83	2.7k
Pierre Henry‐Labordère France	17	557 0.7×	99 0.4×	159 0.9×	117 0.7×	30 0.2×	51	774
Huyên Pham France	21	807 1.0×	79 0.3×	268 1.4×	303 1.7×	30 0.2×	62	1.1k
Emmanuel Gobet France	22	1.4k 1.7×	201 0.9×	173 0.9×	229 1.3×	69 0.5×	101	1.8k
Andrea Pascucci Italy	18	671 0.8×	316 1.4×	138 0.7×	63 0.4×	28 0.2×	88	1.0k
Goran Peškir Denmark	23	1.0k 1.3×	264 1.2×	389 2.1×	344 1.9×	24 0.2×	93	1.4k
Daniel Ocone United States	15	607 0.7×	189 0.8×	187 1.0×	137 0.8×	23 0.2×	32	885

Countries citing papers authored by Mark S. Joshi

Since Specialization

Citations

This map shows the geographic impact of Mark S. Joshi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mark S. Joshi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mark S. Joshi more than expected).

Fields of papers citing papers by Mark S. Joshi

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mark S. Joshi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mark S. Joshi. The network helps show where Mark S. Joshi may publish in the future.

Co-authorship network of co-authors of Mark S. Joshi

This figure shows the co-authorship network connecting the top 25 collaborators of Mark S. Joshi. A scholar is included among the top collaborators of Mark S. Joshi based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Mark S. Joshi. Mark S. Joshi is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Zhu, Dan, et al.. (2024). Estimating Posterior Sensitivities with Application to Structural Analysis of Bayesian Vector Autoregressions. Journal of Business and Economic Statistics. 43(1). 134–149.

Joshi, Mark S. & Mike Staunton. (2012). On the analytical/numerical pricing of American put options against binomial tree prices. Quantitative Finance. 12(1). 17–20. 2 indexed citations

Joshi, Mark S., et al.. (2012). FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY‐OFFS. Mathematical Finance. 23(3). 459–495. 12 indexed citations

Joshi, Mark S., et al.. (2011). Monte Carlo Bounds for Game Options Including Convertible Bonds. Management Science. 57(5). 960–974. 5 indexed citations

Joshi, Mark S., et al.. (2011). Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions. Quantitative Finance. 11(4). 547–558. 3 indexed citations

Joshi, Mark S. & Chao Yang. (2011). Efficient greek estimation in generic swap-rate market models. SSRN Electronic Journal. 1(1). 17–33. 1 indexed citations

Joshi, Mark S. & David Pitt. (2010). FAST SENSITIVITY COMPUTATIONS FOR MONTE CARLO VALUATION OF PENSION FUNDS. Astin Bulletin. 40(2). 655–667. 2 indexed citations

Joshi, Mark S., et al.. (2009). Fast Monte-Carlo Greeks for Financial Products with Discontinuous Pay-Offs. SSRN Electronic Journal. 7 indexed citations

Joshi, Mark S.. (2009). Achieving smooth asymptotics for the prices of European options in binomial trees. Quantitative Finance. 9(2). 171–176. 12 indexed citations

10.

Joshi, Mark S., et al.. (2009). Fast and Accurate Greeks for the Libor Market Model. SSRN Electronic Journal. 4 indexed citations

11.

Joshi, Mark S., et al.. (2008). Smooth Simultaneous Calibration of the LMM to Caplets and Coterminal Swaptions. SSRN Electronic Journal. 6 indexed citations

12.

Joshi, Mark S., et al.. (2008). Juggling Snowballs. SSRN Electronic Journal. 8 indexed citations

13.

Joshi, Mark S. & William Lionheart. (2005). An inverse boundary value problem for harmonic differential forms. Asymptotic Analysis. 41(2). 93–106. 13 indexed citations

14.

Joshi, Mark S. & Terence S. Leung. (2005). Using Monte Carlo Simulation and Importance Sampling to Rapidly Obtain Jump-Diffusion Prices of Continuous Barrier Options. SSRN Electronic Journal. 8 indexed citations

15.

Joshi, Mark S. & Antônio Sá Barreto. (2001). The Wave Group on Asymptotically Hyperbolic Manifolds. Journal of Functional Analysis. 184(2). 291–312. 12 indexed citations

16.

Joshi, Mark S., et al.. (2000). Recovering Asymptotics at Infinity of Perturbations of Stratified Media. Journées Équations aux dérivées partielles. 1–9.

17.

Joshi, Mark S.. (1999). Geometric proofs of composition theorems for generalized Fourier integral operators.. Portugaliae Mathematica. 56(2). 129–154.

18.

Joshi, Mark S. & Antônio Sá Barreto. (1999). Determining asymptotics of magnetic fields from fixed energy scattering data. Asymptotic Analysis. 21(1). 61–70. 3 indexed citations

19.

Joshi, Mark S. & Antônio Sá Barreto. (1998). Recovering Asymptotics of Short Range Potentials. Communications in Mathematical Physics. 193(1). 197–208. 18 indexed citations

20.

Joshi, Mark S.. (1998). Recovering the total singularity of a conormal potential from backscattering data. Annales de l’institut Fourier. 48(5). 1513–1532. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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