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Shashi Jain
Shashi Jain
Assistant Professor, Indian Institute of Science, Bangalore
Verified email at iisc.ac.in
Title
Cited by
Cited by
Year
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
852015
Brownian dynamic simulation for the prediction of effective thermal conductivity of nanofluid
S Jain, HE Patel, SK Das
Journal of Nanoparticle Research 11 (4), 767-773, 2009
662009
Pricing high-dimensional Bermudan options using the stochastic grid method
S Jain, CW Oosterlee
International Journal of Computer Mathematics 89 (9), 1186-1211, 2012
362012
Can machine learning based portfolios outperform traditional risk-based portfolios? The need to account for covariance misspecification.
P Jain, S Jain
https://www.mdpi.com/2227-9091/7/3/74, 2019
252019
Valuing modular nuclear power plants in finite time decision horizon
S Jain, F Roelofs, CW Oosterlee
Energy Economics 36, 625-636, 2013
202013
Decision-support tool for assessing future nuclear reactor generation portfolios
S Jain, F Roelofs, CW Oosterlee
Energy Economics 44, 99-112, 2014
192014
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
172016
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
152016
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
132013
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
72019
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 96 (10), 1910-1923, 2019
62019
KVA, Mind Your P's and Q's!
S Jain, P Karlsson, D Kandhai
Available at SSRN, 2016
52016
Neural network for pricing and universal static hedging of contingent claims
V Lokeshwar, V Bhardawaj, S Jain
Available at SSRN 3491209, 2019
32019
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
22016
Explainable neural network for pricing and universal static hedging of contingent claims
V Lokeshwar, V Bharadwaj, S Jain
Applied Mathematics and Computation 417, 126775, 2022
12022
Transformative effect of profession change: An explanatory framework
T Negi, S Jain
Journal of Transformative Learning 8 (2), 1-15, 2021
12021
Optimal Investment in Modular Reactors in a Finite Time Decision Horizon
S Jain, F Roelofs, A van Heek, CW Oosterlee
12011
A semi-static replication approach to efficient hedging and pricing of callable IR derivatives
J Hoencamp, S Jain, D Kandhai
arXiv preprint arXiv:2202.01027, 2022
2022
Method of lines for valuation and sensitivities of Bermudan options
P Banerjee, V Murthy, S Jain
arXiv preprint arXiv:2112.01287, 2021
2021
Observing impact of profession change on ‘habits of mind’: A factor oriented approach
T Negi, S Jain
Journal of Adult and Continuing Education, 14779714211042037, 2021
2021
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Articles 1–20