| 13
result(s) -
Result(s) 1 to
10 |
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| 1. | Exchange Option Presentation
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Presentation (2008 - Actuarial and Financial Mathematics (7 Feb 2008)) - English
Online since 2008.02.04 at 15:10:00 -
17 download(s) - 0
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Abstract | Download (.pdf - 168 KB) - Zip version (147 KB) |
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| 2. | Numeraire invariance and application to option pricing and hedging
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2008 - AtomPro Structured Products and Twente University) - English
Online since 2008.02.14 at 14:05:00 -
12 download(s) - 0
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Abstract | Download (.pdf - 200 KB) - Zip version (180 KB) |
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| 3. | On the combinatorics of iterated stochastic integrals
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2008 - AtomPro Structured Products, Twente Univ) - English
Online since 2008.02.13 at 13:47:28 -
3 download(s) - 0
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Abstract | Download (.pdf - 209 KB) - Zip version (184 KB) |
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| 4. | Exchange Options
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2007 - Twente University) - English
Online since 2007.08.18 at 20:28:21 -
94 download(s) - 1
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Abstract | Download (.pdf - 282 KB) - Zip version (254 KB) |
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| 5. | Trivariate support of flat-volatility forward Libor rates
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2007 - University of Twente) - English
Online since 2007.03.13 at 13:39:37 -
21 download(s) - 0
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Abstract | Download (.pdf - 292 KB) - Zip version (263 KB) |
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| 6. | Bivariate support of forward Libor and swap rates (v. 22-Nov-06)
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2006 - Twente University) - English
Online since 2006.11.23 at 09:24:24 -
33 download(s) - 0
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Abstract | Download (.pdf - 274 KB) - Zip version (247 KB) |
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| 7. | Invariant Option Pricing and Minimax Duality of American and Bermudan Options
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Presentation (2005 - Will be given at April 2005 Risk conference in Monte-Carlo) - English
Online since 2005.04.20 at 14:06:44 -
109 download(s) - 0
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Abstract | Download (.pdf - 261 KB) - Zip version (204 KB) |
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| 8. | Chaotic expansion of powers and martingale representation (v1.2)
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2005 - NIBCapital Bank, Univ. of Twente) - English
Online since 2005.06.14 at 10:41:08 -
65 download(s) - 0
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Abstract | Download (.pdf - 300 KB) - Zip version (270 KB) |
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| 9. | Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6)
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2004 - NIB Capital Bank, University of Twente) - English
Online since 2004.07.30 at 15:51:07 -
151 download(s) - 0
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Abstract | Download (.pdf - 371 KB) - Zip version (333 KB) |
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| 10. | Multiplicative primal-dual bounds for Bermudan options
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Presentation (2004 - ETH) - English
Online since 2004.01.22 at 09:20:59 -
150 download(s) - 0
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Abstract | Download (.pdf - 153 KB) - Zip version (127 KB) |
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