Shashi Jain

Associate Professor

Phone : +91-80-2293 2305 (O)

Research Interests:

Computational finance, Monte Carlo methods for derivate pricing, Financial risk management, Real Options.

Educational History

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Courses offered

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Awards / Honours / Affiliations

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  • 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) (pdf)
  • Pricing high-dimensional Bermudan options using the stochastic grid method. S Jain, CW Oosterlee. International Journal of Computer Mathematics 89 (9), 1186-1211 (2012) (pdf)