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Publications

by members of

Faculty of Behavioural, Management and Social Sciences (BMS)
Universiteit Twente
Enschede, Netherlands

(Twente University)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2008

  1. Jamshidian, Farshid, 2008. "On the combinatorics of iterated stochastic integrals," MPRA Paper 7165, University Library of Munich, Germany.
  2. Jamshidian, Farshid, 2008. "Numeraire Invariance and application to Option Pricing and Hedging," MPRA Paper 7167, University Library of Munich, Germany.

2007

  1. Jamshidian, Farshid, 2007. "Exchange Options," MPRA Paper 4471, University Library of Munich, Germany, revised 14 Aug 2007.

2005

  1. Farshid Jamshidian, 2005. "Chaotic expansion of powers and martingale representation (v1.2)," Finance 0506008, University Library of Munich, Germany.
  2. Farshid Jamshidian, 2005. "Chaotic expansion of powers and martingale representation (v1.5)," GE, Growth, Math methods 0507009, University Library of Munich, Germany.

2004

  1. Farshid Jamshidian, 2004. "Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6)," Finance 0407015, University Library of Munich, Germany.

Journal articles

2019

  1. Afsheen Abrar, 2019. "The impact of financial and social performance of microfinance institutions on lending interest rate: A cross-country evidence," Cogent Business & Management, Taylor & Francis Journals, vol. 6(1), pages 1540072-154, January.

2017

  1. Liza Howe-Walsh & Nicole Torka, 2017. "Repatriation and (perceived) organisational support (POS)," Journal of Global Mobility, Emerald Group Publishing Limited, vol. 5(1), pages 60-77, March.
  2. Torka, Nicole & Goedegebure, Ivy, 2017. "Perceived distributive justice and Leader-Member Exchange: An exploration among Dutch and Polish (agency) workers [Wahrgenommene Verteilungsgerechtigkeit und Leader-Member Exchange: Eine Exploratio," Industrielle Beziehungen. Zeitschrift für Arbeit, Organisation und Management, Verlag Barbara Budrich, vol. 24(1), pages 100-123.

2012

  1. Rainer Harms & Holger Schiele, 2012. "Antecedents and consequences of effectuation and causation in the international new venture creation process," Journal of International Entrepreneurship, Springer, vol. 10(2), pages 95-116, June.
  2. Matthias Fink & Rainer Harms & Isabella Hatak, 2012. "Nanotechnology and Ethics: The Role of Regulation Versus Self-Commitment in Shaping Researchers’ Behavior," Journal of Business Ethics, Springer, vol. 109(4), pages 569-581, September.
  3. Torka, Nicole & Goedegebure, Ivy & Ewijk, Inge van & Looise, Jan Kees, 2012. "On the Motives and Needs for Work beyond Age 65: Comparing Voluntary Workers versus Agency Workers," Zeitschrift fuer Personalforschung. German Journal of Research in Human Resource Management, Rainer Hampp Verlag, vol. 26(2), pages 167-188.

2011

  1. Nicole Torka & Jan Kees Looise & Stefan Zagelmeyer, 2011. "Ordinary Atypical Workers, Participation within the Firm and Innovation: A Theoretical Endeavor and Empirical Outlook," management revue - Socio-Economic Studies, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 22(3), pages 221-239.

2008

  1. Farshid Jamshidian, 2008. "Bivariate Support Of Forward Libor And Swap Rates," Mathematical Finance, Wiley Blackwell, vol. 18(3), pages 427-443, July.
  2. Fink, Matthias & Harms, Rainer & Kraus, Sascha, 2008. "Cooperative internationalization of SMEs: Self-commitment as a success factor for International Entrepreneurship," European Management Journal, Elsevier, vol. 26(6), pages 429-440, December.

2005

  1. Nicole Torka & Jan Kees Looise & Maarten van Riemsdijk, 2005. "Commitment and the New Employment Relationship. Exploring a Forgotten Perspective: Employers Commitment," management revue - Socio-Economic Studies, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 16(4), pages 525-539.

2004

  1. Farshid Jamshidian, 2004. "Valuation of credit default swaps and swaptions," Finance and Stochastics, Springer, vol. 8(3), pages 343-371, August.
  2. Nicole Torka, 2004. "Atypical Employment Relationships and Commitment: Wishful Thinking or HR Challenge?," management revue - Socio-Economic Studies, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 15(3), pages 324-343.

1997

  1. Farshid Jamshidian, 1997. "LIBOR and swap market models and measures (*)," Finance and Stochastics, Springer, vol. 1(4), pages 293-330.

1996

  1. Farshid Jamshidian & Yu Zhu, 1996. "Scenario Simulation: Theory and methodology (*)," Finance and Stochastics, Springer, vol. 1(1), pages 43-67.
  2. Farshid Jamshidian, 1996. "Bond, futures and option evaluation in the quadratic interest rate model," Applied Mathematical Finance, Taylor & Francis Journals, vol. 3(2), pages 93-115.

1995

  1. F. Jamshidian, 1995. "A simple class of square-root interest-rate models," Applied Mathematical Finance, Taylor & Francis Journals, vol. 2(1), pages 61-72.

1994

  1. Farshid Jamshidian, 1994. "Hedging quantos, differential swaps and ratios," Applied Mathematical Finance, Taylor & Francis Journals, vol. 1(1), pages 1-20.

1993

  1. Farshid Jamshidian, 1993. "Option and Futures Evaluation With Deterministic Volatilities1," Mathematical Finance, Wiley Blackwell, vol. 3(2), pages 149-159, April.

1992

  1. Farshid Jamshidian, 1992. "Asymptotically Optimal Portfolios," Mathematical Finance, Wiley Blackwell, vol. 2(2), pages 131-150, April.

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