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


Statistics updated 2020-09-04