Details about Farshid Jamshidian
Access statistics for papers by Farshid Jamshidian.
Last updated 2007-07-17. Update your information in the RePEc Author Service.
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- Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6)
- LIBOR and swap market models and measures (*)
Finance and Stochastics, 1997, 1, (4), 293-330 View citations (77)
- Scenario Simulation: Theory and methodology (*)
Finance and Stochastics, 1996, 1, (1), 43-67 View citations (6)