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Samim Ghamami · Study

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Samim Ghamami

5 works· latest 2021· 5 institutionscluster: provisionalORCID 0000-0003-1196-0595

h-index5

i105

Citations167

Works here5

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Most cited in this library

Does OTC derivatives reform incentivize central clearing?2017 · 51 citations
Dynamic Scheduling of a Two-Server Parallel Server System with Complete Resource Pooling and Reneging in Heavy Traffic: Asymptotic Optimality of a Two-Threshold Policy2013 · 42 citations
Collateralized Networks2021 · 26 citations
Does OTC Derivatives Reform Incentivize Central Clearing?2016 · 25 citations
Static models of central counterparty risk2015 · 23 citations

Works

5 shown

Collateralized Networks

Management Science·2021·3 authors·Open access

26citations

Does OTC derivatives reform incentivize central clearing?

Journal of Financial Intermediation·2017·2 authors

51citations

Does OTC Derivatives Reform Incentivize Central Clearing?

SSRN Electronic Journal·2016·2 authors·preprint·Open access

25citations

Static models of central counterparty risk

International Journal of Financial Engineering·2015·1 author·Open access

23citations

Dynamic Scheduling of a Two-Server Parallel Server System with Complete Resource Pooling and Reneging in Heavy Traffic: Asymptotic Optimality of a Two-Threshold Policy

Mathematics of Operations Research·2013·2 authors·Open access

42citations