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Details about Farshid Jamshidian

Homepage:http://wwwhome.math.utwente.nl/~jamshidianf/
Workplace:Faculteit Management en Bestuur (School of Management and Public Administration), Universiteit Twente (Twente University), (more information at EDIRC)

Access statistics for papers by Farshid Jamshidian.

Last updated 2007-07-17. Update your information in the RePEc Author Service.

Short-id: pja96


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Working Papers

2004

  1. Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6)
    Finance, EconWPA Downloads

Journal Articles

1997

  1. LIBOR and swap market models and measures (*)
    Finance and Stochastics, 1997, 1, (4), 293-330 Downloads View citations (77)

1996

  1. Scenario Simulation: Theory and methodology (*)
    Finance and Stochastics, 1996, 1, (1), 43-67 Downloads View citations (6)
 
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