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Shashi Jain · Study

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Shashi Jain

6 works· latest 2019· 5 institutionscluster: provisionalORCID 0000-0002-2467-9332

h-index6

i106

Citations191

Works here6

12

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19

Most cited in this library

The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks2015 · 70 citations
Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification2019 · 36 citations
Pricing high-dimensional Bermudan options using the stochastic grid method2012 · 31 citations
Decision-support tool for assessing future nuclear reactor generation portfolios2014 · 21 citations
Counterparty Credit Exposures for Interest Rate Derivatives Using the Stochastic Grid Bundling Method2014 · 18 citations

Works

6 shown

Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification

Risks·2019·2 authors·Open access

36citations

The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks

Applied Mathematics and Computation·2015·2 authors·Open access

70citations

Decision-support tool for assessing future nuclear reactor generation portfolios

Energy Economics·2014·3 authors·Open access

21citations

Counterparty Credit Exposures for Interest Rate Derivatives Using the Stochastic Grid Bundling Method

Applied Mathematical Finance·2014·2 authors·Open access

18citations

Valuing modular nuclear power plants in finite time decision horizon

Energy Economics·2012·3 authors·Open access

15citations

Pricing high-dimensional Bermudan options using the stochastic grid method

International Journal of Computer Mathematics·2012·2 authors

31citations