Farshid Jamshidian

Available identifiers

zbMath Open jamshidian.farshidMaRDI QIDQ1367944

List of research outcomes

Publication	Date of Publication	Type
A simple class of square-root interest-rate models	2021-06-18	Paper
On the combinatorics of iterated stochastic integrals	2011-07-20	Paper
TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES	2010-04-22	Paper
BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES	2008-08-21	Paper
The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope	2007-03-30	Paper
Valuation of credit default swaps and swaptions	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4791399	2003-02-06	Paper
Option and Futures Evaluation With Deterministic Volatilities1	1998-01-21	Paper
LIBOR and swap market models and measures	1997-12-11	Paper
Scenario simulation: Theory and methodology	1997-10-05	Paper
Bond, futures and option evaluation in the quadratic interest rate model	1996-01-01	Paper
Hedging quantos, differential swaps and ratios	1995-09-04	Paper

Research outcomes over time

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