Edit Profile (opens in new tab) Jain, Shashi Co-Author Distance Author ID: jain.shashi Published as: Jain, Shashi Documents Indexed: 19 Publications since 1981, including 2 Additional arXiv Preprints Co-Authors: 17 Co-Authors with 7 Joint Publications 263 Co-Co-Authors all top 5 Co-Authors 2 single-authored 5 Petalcorin, Gaudencio C. jun. 4 Oosterlee, Cornelis Willebrordus 2 Ghazwani, H. 1 Appiah, B. 1 Banerjee, Purba 1 Bharadwaj, Vikram 1 Bhatia, Davinder 1 Dani, Pallavi 1 Goyal, Som Prakash 1 Haentjens, Tinne 1 Hudson, Cody 1 in ’t Hout, Karel J. 1 Iyer, Srikanth K. 1 Kalla, Shyam Lal 1 Karlsson, Patrik 1 Larsson, Elisabeth 1 Leeratanavalee, Sorasak 1 Leitao, Álvaro 1 Lokeshwar, Vikranth 1 Milovanović, Slobodan 1 Pandikkadan, A. 1 Schreve, Kevin 1 Shcherbakov, Victor 1 Vasistha, S. K. 1 von Sydow, Lina 1 Waldén, Johan 1 Wiktorsson, Magnus 1 Wyns, Maarten all top 5 Serials 4 Journal of Algebra and Applied Mathematics 2 Applied Mathematics and Computation 2 International Journal of Computer Mathematics 2 Journal of Physics A: Mathematical and General 2 Journal of Analysis and Applications 1 Physica A 1 Opsearch 1 Revista Técnica de la Facultad de Ingenieria 1 Applied Mathematical Finance 1 International Journal of Modern Physics C all top 5 Fields 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Computer science (68-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Partial differential equations (35-XX) 2 Numerical analysis (65-XX) 2 Information and communication theory, circuits (94-XX) 1 Integral transforms, operational calculus (44-XX) 1 Probability theory and stochastic processes (60-XX) 1 Statistics (62-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 10 Publications have been cited 51 times in 48 Documents Cited by ▼ Year ▼ The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks. Zbl 1410.91486 Jain, Shashi; Oosterlee, Cornelis W. 27 2015 Pricing high-dimensional Bermudan options using the stochastic grid method. Zbl 1255.91430 Jain, Shashi; Oosterlee, Cornelis W. 9 2012 Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method. Zbl 1396.91741 Karlsson, Patrik; Jain, Shashi; Oosterlee, Cornelis W. 6 2016 BENCHOP – SLV: the BENCHmarking project in option pricing – stochastic and local volatility problems. Zbl 1499.91177 von Sydow, Lina; Milovanović, Slobodan; Larsson, Elisabeth; In’t Hout, Karel; Wiktorsson, Magnus; Oosterlee, Cornelis W.; Shcherbakov, Victor; Wyns, Maarten; Leitao, Alvaro; Jain, Shashi; Haentjens, Tinne; Waldén, Johan 5 2019 Explainable neural network for pricing and universal static hedging of contingent claims. Zbl 1510.91167 Lokeshwar, Vikranth; Bharadwaj, Vikram; Jain, Shashi 3 2022 Construction of \(\alpha\)-language from the language of a QDPDA of order “\(n\)”. Zbl 1515.68163 Jain, A.; Jain, S.; Petalcorin, G. C. jun. 2 2022 Generalized saddle points in multi-objective bilinear programming. Zbl 0625.90084 Jain, Shashi; Bhatia, Davinder 1 1986 Scaling and persistence in the two-dimensional Ising model. Zbl 1028.82505 Jain, S.; Flynn, H. 1 2000 Persistence in a random bond Ising model of socio-econo dynamics. Zbl 1211.82035 Jain, S.; Yamano, T. 1 2008 Formulation of \(\beta\)-language from the semi-deterministic pushdown automata (SDPDA) of order \(n\). Zbl 1516.68044 Jain, A.; Jain, S.; Ghazwani, H.; Petalcorin, G. C. jun. 1 2023 Formulation of \(\beta\)-language from the semi-deterministic pushdown automata (SDPDA) of order \(n\). Zbl 1516.68044 Jain, A.; Jain, S.; Ghazwani, H.; Petalcorin, G. C. jun. 1 2023 Explainable neural network for pricing and universal static hedging of contingent claims. Zbl 1510.91167 Lokeshwar, Vikranth; Bharadwaj, Vikram; Jain, Shashi 3 2022 Construction of \(\alpha\)-language from the language of a QDPDA of order “\(n\)”. Zbl 1515.68163 Jain, A.; Jain, S.; Petalcorin, G. C. jun. 2 2022 BENCHOP – SLV: the BENCHmarking project in option pricing – stochastic and local volatility problems. Zbl 1499.91177 von Sydow, Lina; Milovanović, Slobodan; Larsson, Elisabeth; In’t Hout, Karel; Wiktorsson, Magnus; Oosterlee, Cornelis W.; Shcherbakov, Victor; Wyns, Maarten; Leitao, Alvaro; Jain, Shashi; Haentjens, Tinne; Waldén, Johan 5 2019 Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method. Zbl 1396.91741 Karlsson, Patrik; Jain, Shashi; Oosterlee, Cornelis W. 6 2016 The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks. Zbl 1410.91486 Jain, Shashi; Oosterlee, Cornelis W. 27 2015 Pricing high-dimensional Bermudan options using the stochastic grid method. Zbl 1255.91430 Jain, Shashi; Oosterlee, Cornelis W. 9 2012 Persistence in a random bond Ising model of socio-econo dynamics. Zbl 1211.82035 Jain, S.; Yamano, T. 1 2008 Scaling and persistence in the two-dimensional Ising model. Zbl 1028.82505 Jain, S.; Flynn, H. 1 2000 Generalized saddle points in multi-objective bilinear programming. Zbl 0625.90084 Jain, Shashi; Bhatia, Davinder 1 1986 all cited Publications top 5 cited Publications all top 5 Cited by 98 Authors 13 Oosterlee, Cornelis Willebrordus 3 Becker, Sebastian 3 Feng, Qian 3 Jain, Shashi 3 Jentzen, Arnulf 3 Leitao, Álvaro 2 Andersson, Kristoffer 2 Borovykh, Anastasia 2 Chau, Ki Wai 2 Cheridito, Patrick 2 Choi, Jaehyuk 2 de Graaf, Cornelis S. L. 2 Glau, Kathrin 2 Goudenège, Ludovic 2 in ’t Hout, Karel J. 2 Kandhai, Drona 2 Molent, Andrea 2 Pötz, Christian 2 Reisinger, Christoph 2 Soleymani, Fazlollah 2 Wu, Lixin 2 Zanette, Antonino 1 Alberts, J. S. C. 1 Auster, Johan 1 Barfeie, Mahdiar 1 Bender, Christian 1 Berthe, Edouard 1 Bharadwaj, Vikram 1 Blanchet, Jose H. 1 Dang, Duy Minh 1 Di Lorenzo, Emilia 1 Donfack, Hermann Azemtsa 1 Escobar Anel, Marcos 1 Farahany, David 1 Gao, Yin 1 Glynn, Peter W. 1 Gnoatto, Alessandro 1 Gobet, Emmanuel 1 Haentjens, Tinne 1 Hamza, Kais 1 Hu, Ruimeng 1 Hu, Wenbin 1 Jackson, Kenneth R. 1 Jaimungal, Sebastian 1 Joshi, Mark S. 1 Klebaner, Fima C. 1 Kotze, Antonie 1 Kwon, Oh Kang 1 Langrené, Nicolas 1 Larsson, Elisabeth 1 Lesmono, Dharma 1 Létourneau, Pascal 1 Liu, Gang 1 Liu, Shuaiqiang 1 Lokeshwar, Vikranth 1 Ludkovski, Michael 1 Maeder, Fabio 1 Mahlstedt, Mirco 1 Mathys, Ludovic 1 Milovanović, Slobodan 1 Mukerjee, R. N. 1 Müller, Marvin S. 1 Ortiz-Gracia, Luis 1 Pachón, Ricardo 1 Pan, Zeyu 1 Pascucci, Andrea 1 Picarelli, Athena 1 Piscopo, Gabriella 1 Reddy, L. Venkateswara 1 Saporito, Yuri F. 1 Schweizer, Nikolaus 1 Shcherbakov, Victor 1 Sibillo, Marilena 1 Singor, Stefan N. 1 Snoeijer, Jacob 1 Stentoft, Lars 1 Tang, Jok M. 1 Tian, Yu 1 Tohidi, Emran 1 Tonkes, Elliot 1 von Sydow, Lina 1 von Wurstemberger, Philippe 1 Waldén, Johan 1 Wang, Guanyang 1 Wang, Xiaoqun 1 Welti, Timo 1 Wiktorsson, Magnus 1 Wyns, Maarten 1 Xiang, Jiangming 1 Yang, Yin 1 Yuan, Lin 1 Zastawniak, Tomasz 1 Zhang, Rongju 1 Zhou, Zhengqing 1 Zhu, Shengfeng 1 Zhu, Yichen 1 Zhu, Zili 1 Zubelli, Jorge P. all top 5 Cited in 22 Serials 9 Quantitative Finance 6 Applied Mathematics and Computation 4 International Journal of Theoretical and Applied Finance 3 International Journal of Computer Mathematics 3 Applied Mathematical Finance 3 SIAM Journal on Financial Mathematics 2 Journal of Computational and Applied Mathematics 2 Computational Management Science 1 Chaos, Solitons and Fractals 1 Calcolo 1 Opsearch 1 SIAM Journal on Numerical Analysis 1 Applied Numerical Mathematics 1 Journal of Economic Dynamics & Control 1 European Journal of Applied Mathematics 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 SIAM Journal on Scientific Computing 1 Mathematical Finance 1 Journal of Machine Learning Research (JMLR) 1 Advances in Decision Sciences 1 Journal of Mathematics in Industry all top 5 Cited in 12 Fields 41 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Numerical analysis (65-XX) 20 Probability theory and stochastic processes (60-XX) 9 Computer science (68-XX) 8 Statistics (62-XX) 7 Operations research, mathematical programming (90-XX) 3 Partial differential equations (35-XX) 3 Approximations and expansions (41-XX) 2 Systems theory; control (93-XX) 1 Number theory (11-XX) 1 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Citations by Year