Shashi Jain
Shashi Jain
Assistant Professor, Indian Institute of Science, Bangalore
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Cited by
Cited by
The stochastic grid bundling method: Efficient pricing of Bermudan options and their Greeks
S Jain, CW Oosterlee
Applied Mathematics and Computation 269, 412-431, 2015
Brownian dynamic simulation for the prediction of effective thermal conductivity of nanofluid
S Jain, HE Patel, SK Das
Journal of Nanoparticle Research 11 (4), 767, 2009
Pricing high-dimensional Bermudan options using the stochastic grid method
S Jain, CW Oosterlee
International Journal of Computer Mathematics 89 (9), 1186-1211, 2012
Valuing modular nuclear power plants in finite time decision horizon
S Jain, F Roelofs, CW Oosterlee
Energy Economics 36, 625-636, 2013
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
P Karlsson, S Jain, CW Oosterlee
Applied Mathematical Finance 23 (3), 175-196, 2016
Decision-support tool for assessing future nuclear reactor generation portfolios
S Jain, F Roelofs, CW Oosterlee
Energy Economics 44, 99-112, 2014
Can machine learning based portfolios outperform traditional risk-based portfolios? The need to account for covariance misspecification.
P Jain, S Jain, 2019
Efficient Computation of Exposure Profiles on Real-World and Risk-Neutral Scenarios for Bermudan Swaptions
Q Feng, S Jain, P Karlsson, D Kandhai, CW Oosterlee
Available at SSRN 2790874, 2016
Construction strategies and lifetime uncertainties for nuclear projects: A real option analysis
S Jain, F Roelofs, CW Oosterlee
Nuclear Engineering and Design 265, 319-329, 2013
BENCHOP–SLV: the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems
L von Sydow, S Milovanović, E Larsson, K In't Hout, M Wiktorsson, ...
International Journal of Computer Mathematics, 1-14, 2018
Rolling Adjoints: fast Greeks along Monte Carlo scenarios for early-exercise options
S Jain, Leitao, CW Oosterlee
Journal of Computational Science 33, 95-112, 2019
KVA, Mind Your P's and Q's!
S Jain, P Karlsson, D Kandhai
Available at SSRN, 2016
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
P Karlsson, S Jain, CW Oosterlee
International Journal of Financial Engineering 3 (01), 1650005, 2016
Neural network for pricing and universal static hedging of contingent claims
V Lokeshwar, V Bhardawaj, S Jain
Available at SSRN 3491209, 2019
Optimal Investment in Modular Reactors in a Finite Time Decision Horizon
S Jain, F Roelofs, A van Heek, CW Oosterlee
Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes
S Joseph, LD Kashyap, S Jain
arXiv preprint arXiv:2006.02460, 2020
Investment decisions under uncertainties: a case of nuclear power plants
S Jain
TU Delft, Delft University of Technology, 2014
Wiskundig model adviseert over bouw kerncentrales-Technisch Weekblad
S Jain, C Oosterlee
Optimaal investeren in kernenergie-Nujij. nl
S Jain, C Oosterlee
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