Farshid Jamshidian

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A simple class of square-root interest-rate models Applied Mathematical Finance	2021-06-18	Paper
On the combinatorics of iterated stochastic integrals Stochastics	2011-07-20	Paper
TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES Mathematical Finance	2010-04-22	Paper
BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES Mathematical Finance	2008-08-21	Paper
The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope Stochastics	2007-03-30	Paper
Valuation of credit default swaps and swaptions Finance and Stochastics	2005-05-20	Paper
scientific article; zbMATH DE number 1865382 (Why is no real title available?)	2003-02-06	Paper
Option and Futures Evaluation With Deterministic Volatilities¹ Mathematical Finance	1998-01-21	Paper
LIBOR and swap market models and measures Finance and Stochastics	1997-12-11	Paper
Scenario simulation: Theory and methodology Finance and Stochastics	1997-10-05	Paper
Bond, futures and option evaluation in the quadratic interest rate model Applied Mathematical Finance	1996-01-01	Paper
Hedging quantos, differential swaps and ratios Applied Mathematical Finance	1995-09-04	Paper

Research outcomes over time

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