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Farshid Jamshidian

Personal Details

First Name:Farshid
Middle Name:
Last Name:Jamshidian
Suffix:
RePEc Short-ID:pja96
[This author has chosen not to make the email address public]
http://wwwhome.math.utwente.nl/~jamshidianf/

Affiliation

Faculteit Management en Bestuur
Universiteit Twente

Enschede, Netherlands
http://www.utwente.nl/onderwijs/mb

: +31 53-489 4475
+31 53- 489 4734
p.o. box 217, 7500 AE Enschede
RePEc:edi:fbutwnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

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

Articles

  1. Farshid Jamshidian, 1997. "LIBOR and swap market models and measures (*)," Finance and Stochastics, Springer, vol. 1(4), pages 293-330.
  2. Farshid Jamshidian & Yu Zhu, 1996. "Scenario Simulation: Theory and methodology (*)," Finance and Stochastics, Springer, vol. 1(1), pages 43-67.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. No paper was announced in a field specific NEP report

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