Shashi Jain

Shashi Jain

Indian Institute of Science Bangalore - Bangalore / India
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 2004826
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person_outline Shashi Jain's MOST POPULAR ARTICLES
1-) The stochastic grid bundling method: Efficient pricing of Bermudan options and their GreeksS Jain, CW OosterleeApplied Mathematics and Computation 269, 412-431, 2015882015
2-) Brownian dynamic simulation for the prediction of effective thermal conductivity of nanofluidS Jain, HE Patel, SK DasJournal of Nanoparticle Research 11 (4), 767-773, 2009682009
3-) Can machine learning based portfolios outperform traditional risk-based portfolios? The need to account for covariance misspecification.P Jain, S Jainhttps://www.mdpi.com/2227-9091/7/3/74, 2019372019
4-) Pricing high-dimensional Bermudan options using the stochastic grid methodS Jain, CW OosterleeInternational Journal of Computer Mathematics 89 (9), 1186-1211, 2012402012
5-) Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling methodP Karlsson, S Jain, CW OosterleeApplied Mathematical Finance 23 (3), 175-196, 2016262016