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 | 1 | 63 | 0 | 0 | 9 | 336 |
| Chaotic expansion of powers and martingale representation (v1.5) | 0 | 0 | 2 | 162 | 0 | 1 | 14 | 563 |
| Exchange Options | 0 | 0 | 0 | 164 | 0 | 0 | 12 | 430 |
| Numeraire Invariance and application to Option Pricing and Hedging | 0 | 0 | 0 | 52 | 0 | 1 | 7 | 153 |
| Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6) | 0 | 0 | 3 | 362 | 1 | 4 | 18 | 830 |
| On the combinatorics of iterated stochastic integrals | 0 | 0 | 1 | 13 | 2 | 3 | 13 | 67 |
| Total Working Papers | 0 | 0 | 7 | 816 | 3 | 9 | 73 | 2,379 |
| 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 | 0 | 4 | 77 | 0 | 0 | 9 | 187 |
| ASYMPTOTICALLY OPTIMAL PORTFOLIOS | 0 | 0 | 1 | 76 | 0 | 1 | 9 | 164 |
| BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES | 0 | 0 | 0 | 6 | 0 | 1 | 5 | 31 |
| Bond, futures and option evaluation in the quadratic interest rate model | 0 | 1 | 3 | 81 | 0 | 1 | 11 | 188 |
| Hedging quantos, differential swaps and ratios | 0 | 0 | 0 | 84 | 0 | 2 | 14 | 186 |
| LIBOR and swap market models and measures (*) | 0 | 1 | 2 | 3,564 | 0 | 1 | 29 | 13,009 |
| Option and Futures Evaluation With Deterministic Volatilities1 | 0 | 1 | 2 | 71 | 0 | 1 | 5 | 150 |
| Scenario Simulation: Theory and methodology (*) | 0 | 0 | 2 | 2,789 | 0 | 0 | 10 | 5,955 |
| Valuation of credit default swaps and swaptions | 0 | 0 | 1 | 160 | 0 | 0 | 9 | 398 |
| Total Journal Articles | 0 | 3 | 15 | 6,908 | 0 | 7 | 101 | 20,268 |
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