Access Statistics for Farshid Jamshidian
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Chaotic expansion of powers and martingale representation (v1.2) | 0 | 0 | 0 | 60 | 0 | 1 | 5 | 314 |
| Chaotic expansion of powers and martingale representation (v1.5) | 0 | 0 | 0 | 158 | 0 | 1 | 7 | 537 |
| Exchange Options | 0 | 1 | 5 | 160 | 1 | 2 | 8 | 404 |
| Numeraire Invariance and application to Option Pricing and Hedging | 1 | 1 | 2 | 45 | 1 | 1 | 6 | 128 |
| Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6) | 0 | 0 | 2 | 355 | 2 | 4 | 10 | 795 |
| On the combinatorics of iterated stochastic integrals | 0 | 0 | 0 | 11 | 0 | 0 | 3 | 50 |
| Total Working Papers | 1 | 2 | 9 | 789 | 4 | 9 | 39 | 2,228 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A simple class of square-root interest-rate models | 0 | 1 | 1 | 50 | 1 | 2 | 4 | 131 |
| ASYMPTOTICALLY OPTIMAL PORTFOLIOS | 0 | 0 | 3 | 55 | 0 | 0 | 6 | 110 |
| BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 25 |
| Bond, futures and option evaluation in the quadratic interest rate model | 0 | 0 | 5 | 54 | 1 | 1 | 7 | 133 |
| Hedging quantos, differential swaps and ratios | 0 | 0 | 5 | 65 | 0 | 2 | 9 | 126 |
| LIBOR and swap market models and measures (*) | 0 | 1 | 4 | 3,535 | 2 | 3 | 19 | 12,911 |
| Option and Futures Evaluation With Deterministic Volatilities1 | 0 | 0 | 0 | 62 | 1 | 1 | 1 | 134 |
| Scenario Simulation: Theory and methodology (*) | 0 | 0 | 5 | 2,754 | 2 | 4 | 27 | 5,847 |
| Valuation of credit default swaps and swaptions | 0 | 0 | 0 | 146 | 1 | 1 | 4 | 345 |
| Total Journal Articles | 0 | 2 | 23 | 6,727 | 8 | 14 | 77 | 19,762 |
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