Shashi Jain

Available identifiers

zbMath Open jain.shashiMaRDI QIDQ580189

List of research outcomes

Publication	Date of Publication	Type
A neural network based model for multi-dimensional non-linear Hawkes processes	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	2022-02-16	Paper
Explainable neural network for pricing and universal static hedging of contingent claims	2021-12-13	Paper
The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks	2019-03-19	Paper
Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method	2018-09-06	Paper
Pricing high-dimensional Bermudan options using the stochastic grid method	2013-01-22	Paper
Generalized saddle points in multi-objective bilinear programming	1986-01-01	Paper

Research outcomes over time

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