Follow
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
1002015
Brownian dynamic simulation for the prediction of effective thermal conductivity of nanofluid
S Jain, HE Patel, SK Das
Journal of Nanoparticle Research 11, 767-773, 2009
742009
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
472019
Pricing high-dimensional Bermudan options using the stochastic grid method
S Jain, CW Oosterlee
International Journal of Computer Mathematics 89 (9), 1186-1211, 2012
392012
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
242016
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
222016
Valuing modular nuclear power plants in finite time decision horizon
S Jain, F Roelofs, CW Oosterlee
Energy Economics 36, 625-636, 2013
192013
Decision-support tool for assessing future nuclear reactor generation portfolios
S Jain, F Roelofs, CW Oosterlee
Energy Economics 44, 99-112, 2014
152014
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
132022
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
132019
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
122013
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
92019
KVA, Mind Your P's and Q's!
S Jain, P Karlsson, D Kandhai
Available at SSRN, 2016
82016
Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes
S Joseph, LD Kashyap, S Jain
Journal of Computational Science, 101754, 2022
72022
Neural network for pricing and universal static hedging of contingent claims
V Lokeshwar, V Bhardawaj, S Jain
arXiv preprint arXiv:1911.11362, 2019
52019
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
42016
Observing the impact of profession change on ‘habits of mind’: A factor oriented approach
T Negi, S Jain
Journal of Adult and Continuing Education 28 (2), 499-521, 2022
32022
Pricing high-dimensional American options using the stochastic grid method
S Jain, CW Oosterlee
Available at SSRN 1723712, 2010
32010
A Two-Stage Model for Data-Driven Leakage Detection and Localization in Water Distribution Networks
V Tyagi, P Pandey, S Jain, P Ramachandran
Water 15 (15), 2710, 2023
22023
A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning
NT MŘcke, P Pandey, S Jain, SM BohtÚ, CW Oosterlee
Sensors 23 (13), 6179, 2023
22023
The system can't perform the operation now. Try again later.
Articles 1–20