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 | 1 | 1 | 63 | 2 | 7 | 9 | 335 |
| Chaotic expansion of powers and martingale representation (v1.5) | 2 | 2 | 3 | 162 | 3 | 4 | 8 | 556 |
| Exchange Options | 0 | 0 | 0 | 164 | 0 | 9 | 9 | 427 |
| Numeraire Invariance and application to Option Pricing and Hedging | 0 | 0 | 0 | 52 | 0 | 2 | 5 | 150 |
| Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6) | 0 | 1 | 2 | 361 | 0 | 5 | 9 | 820 |
| On the combinatorics of iterated stochastic integrals | 0 | 0 | 0 | 12 | 1 | 5 | 9 | 61 |
| Total Working Papers | 2 | 4 | 6 | 814 | 6 | 32 | 49 | 2,349 |
| 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 | 3 | 3 | 7 | 77 | 4 | 4 | 11 | 185 |
| ASYMPTOTICALLY OPTIMAL PORTFOLIOS | 0 | 1 | 4 | 76 | 0 | 3 | 8 | 158 |
| BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES | 0 | 0 | 0 | 6 | 1 | 2 | 2 | 28 |
| Bond, futures and option evaluation in the quadratic interest rate model | 0 | 0 | 3 | 80 | 0 | 2 | 10 | 184 |
| Hedging quantos, differential swaps and ratios | 0 | 0 | 0 | 84 | 4 | 5 | 5 | 177 |
| LIBOR and swap market models and measures (*) | 0 | 0 | 4 | 3,563 | 0 | 3 | 25 | 12,998 |
| Option and Futures Evaluation With Deterministic Volatilities1 | 0 | 0 | 0 | 69 | 0 | 0 | 2 | 147 |
| Scenario Simulation: Theory and methodology (*) | 0 | 1 | 2 | 2,789 | 0 | 5 | 8 | 5,951 |
| Valuation of credit default swaps and swaptions | 0 | 1 | 1 | 160 | 0 | 2 | 2 | 391 |
| Total Journal Articles | 3 | 6 | 21 | 6,904 | 9 | 26 | 73 | 20,219 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.