Farshid Jamshidian

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Farshid Jamshidian trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Martin B. Haugh
  2. Leonid Kogan
  3. Leif Andersen
  4. L. Rogers
  5. Paul Glasserman
  6. Philip Protter
  7. Albert N. Shiryaev

Papers from Farshid Jamshidian's perspective

Ordered by how strongly the researchers Farshid Jamshidian trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Pricing American Options: A Duality Approach (Operational Research)
  2. Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (Management Sciences)
  3. Valuing American Options by Simulation: A Simple Least-Squares Approach
  4. A stochastic mesh method for pricing high-dimensional American options
  5. Monte Carlo valuation of American options
  6. Valuing American Options in a Path Simulation Model
  7. The Nature Of Statistical Learning Theory
  8. The Pricing of Options and Corporate Liabilities
  9. Optimal positioning in derivative securities
  10. On Default Correlation: A Copula Function Approach

Their papers