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Author ID: jain.shashi Recent zbMATH articles by "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

Publications by Year

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 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.

Citations by Year