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Farshid Jamshidian

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2000 – 2009

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2004
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Farshid Jamshidian:
Valuation of credit default swaps and swaptions. Finance Stochastics 8(3): 343-371 (2004)

1990 – 1999

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

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