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 | 1 | 3 | 327 |
| Chaotic expansion of powers and martingale representation (v1.5) | 0 | 1 | 1 | 160 | 0 | 1 | 2 | 549 |
| Exchange Options | 0 | 0 | 0 | 164 | 0 | 0 | 2 | 418 |
| Numeraire Invariance and application to Option Pricing and Hedging | 0 | 0 | 2 | 52 | 0 | 1 | 4 | 146 |
| Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6) | 0 | 0 | 0 | 359 | 0 | 0 | 2 | 811 |
| On the combinatorics of iterated stochastic integrals | 0 | 0 | 0 | 12 | 1 | 2 | 2 | 54 |
| Total Working Papers | 0 | 1 | 3 | 809 | 1 | 5 | 15 | 2,305 |
| 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 | 2 | 6 | 72 | 0 | 2 | 9 | 176 |
| ASYMPTOTICALLY OPTIMAL PORTFOLIOS | 0 | 1 | 6 | 73 | 0 | 1 | 7 | 151 |
| 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 | 1 | 2 | 78 | 0 | 1 | 2 | 175 |
| Hedging quantos, differential swaps and ratios | 0 | 0 | 3 | 84 | 0 | 0 | 11 | 172 |
| LIBOR and swap market models and measures (*) | 1 | 3 | 6 | 3,562 | 1 | 3 | 8 | 12,976 |
| Option and Futures Evaluation With Deterministic Volatilities1 | 0 | 0 | 0 | 69 | 0 | 0 | 1 | 145 |
| Scenario Simulation: Theory and methodology (*) | 0 | 0 | 3 | 2,787 | 0 | 0 | 4 | 5,943 |
| Valuation of credit default swaps and swaptions | 0 | 0 | 1 | 159 | 0 | 0 | 8 | 389 |
| Total Journal Articles | 1 | 7 | 27 | 6,890 | 1 | 7 | 51 | 20,153 |
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