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Author ID: aitsahlia.farid Recent zbMATH articles by "Aitsahlia, Farid"
Published as: Aitsahlia, Farid; AitSahlia, Farid; Ait-Sahlia, Farid; AitSahlia, F.

Publications by Year

Citations contained in zbMATH Open

7 Publications have been cited 36 times in 33 Documents Cited by Year
American options: A comparison of numerical methods. Zbl 0898.90028
AitSahlia, F.; Carr, P.
10
1997
Random walk duality and the valuation of discrete lookback options. Zbl 1009.91027
Aitsahlia, Farid; Lai, Tze Leung
6
1998
Corrected random walk approximations to free boundary problems in optimal stopping. Zbl 1127.60038
Lai, Tse Leung; Yao, Yi-Ching; Aitsahlia, Farid
5
2007
Optimal execution of time-constrained portfolio transactions. Zbl 1142.91499
Ait-Sahlia, Farid; Sheu, Yuan-Chyuan; Pardalos, Panos M.
5
2008
American option pricing under stochastic volatility: an efficient numerical approach. Zbl 1186.91203
Aitsahlia, Farid; Goswami, Manisha; Guha, Suchandan
4
2010
American option pricing under stochastic volatility: an empirical evaluation. Zbl 1186.91204
Aitsahlia, Farid; Goswami, Manisha; Guha, Suchandan
4
2010
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts. Zbl 1233.90146
AitSahlia, Farid; Wang, Chung-Jui; Cabrera, Victor E.; Uryasev, Stan; Fraisse, Clyde W.
2
2011
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts. Zbl 1233.90146
AitSahlia, Farid; Wang, Chung-Jui; Cabrera, Victor E.; Uryasev, Stan; Fraisse, Clyde W.
2
2011
American option pricing under stochastic volatility: an efficient numerical approach. Zbl 1186.91203
Aitsahlia, Farid; Goswami, Manisha; Guha, Suchandan
4
2010
American option pricing under stochastic volatility: an empirical evaluation. Zbl 1186.91204
Aitsahlia, Farid; Goswami, Manisha; Guha, Suchandan
4
2010
Optimal execution of time-constrained portfolio transactions. Zbl 1142.91499
Ait-Sahlia, Farid; Sheu, Yuan-Chyuan; Pardalos, Panos M.
5
2008
Corrected random walk approximations to free boundary problems in optimal stopping. Zbl 1127.60038
Lai, Tse Leung; Yao, Yi-Ching; Aitsahlia, Farid
5
2007
Random walk duality and the valuation of discrete lookback options. Zbl 1009.91027
Aitsahlia, Farid; Lai, Tze Leung
6
1998
American options: A comparison of numerical methods. Zbl 0898.90028
AitSahlia, F.; Carr, P.
10
1997

Citations by Year