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 62 0 0 3 327
Chaotic expansion of powers and martingale representation (v1.5) 0 0 1 160 0 0 2 549
Exchange Options 0 0 0 164 0 0 1 418
Numeraire Invariance and application to Option Pricing and Hedging 0 0 1 52 0 0 3 146
Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6) 0 0 0 359 0 1 3 812
On the combinatorics of iterated stochastic integrals 0 0 0 12 0 0 2 54
Total Working Papers 0 0 2 809 0 1 14 2,306


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 5 73 1 2 8 178
ASYMPTOTICALLY OPTIMAL PORTFOLIOS 0 2 8 75 2 4 11 155
BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES 0 0 0 6 0 0 1 26
Bond, futures and option evaluation in the quadratic interest rate model 0 0 2 78 1 2 4 177
Hedging quantos, differential swaps and ratios 0 0 3 84 0 0 8 172
LIBOR and swap market models and measures (*) 0 0 4 3,562 2 4 10 12,980
Option and Futures Evaluation With Deterministic Volatilities1 0 0 0 69 0 0 1 145
Scenario Simulation: Theory and methodology (*) 0 0 2 2,787 1 2 5 5,945
Valuation of credit default swaps and swaptions 0 0 1 159 0 0 7 389
Total Journal Articles 0 3 25 6,893 7 14 55 20,167


Statistics updated 2025-09-05