Shashi Jain

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 neural network based model for multi-dimensional non-linear Hawkes processes Journal of Computational and Applied Mathematics	2024-07-04	Paper
Multi-period static hedging of European options	2023-10-02	Paper
BENCHOP -- SLV: the BENCHmarking project in option pricing -- stochastic and local volatility problems International Journal of Computer Mathematics	2022-02-16	Paper
Explainable neural network for pricing and universal static hedging of contingent claims Applied Mathematics and Computation	2021-12-13	Paper
The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks Applied Mathematics and Computation	2019-03-19	Paper
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method Applied Mathematical Finance	2018-09-06	Paper
Pricing high-dimensional Bermudan options using the stochastic grid method International Journal of Computer Mathematics	2013-01-22	Paper
Generalized saddle points in multi-objective bilinear programming Opsearch	1986-01-01	Paper

Research outcomes over time

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