Farid AitSahlia

发表

American option pricing under stochastic volatility: an empirical evaluation

Farid AitSahlia, Manisha Goswami, Suchandan Guha, 2010, Comput. Manag. Sci..

Preface: decision making and risk/return optimization in financial economics

Jean-Luc Prigent, Farid AitSahlia, Giovanni Barone-Adesi, 2019, Ann. Oper. Res..

Mean-Variance Pricing Model

Kai Lai Chung, Farid AitSahlia, 2003 .

American option pricing under stochastic volatility: an efficient numerical approach

Farid AitSahlia, Manisha Goswami, Suchandan Guha, 2010, Comput. Manag. Sci..

Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts

Stan Uryasev, Victor E. Cabrera, Farid AitSahlia, 2011, Ann. Oper. Res..

Is concurrent engineering always a sensible proposition

P. Will, Farid AitSahlia, E. Johnson, 1995 .

Exercise boundaries and efficient approximations to American option prices and hedge parameters

Tze Leung Lai, Farid AitSahlia, 2000 .

Corrected random walk approximations to free boundary problems in optimal stopping

Tze Leung Lai, Yi-Ching Yao, Farid AitSahlia, 2007, Advances in Applied Probability.

Elementary Probability Theory

Kai Lai Chung, Farid AitSahlia, 1974 .

Random walk duality and the valuation of discrete lookback options

Farid AitSahlia, Tzeung Le Lai, 1998 .

Elementary probability theory : with stochastic processes and an introduction to mathematical finance

Kai Lai Chung, Farid AitSahlia, K. Chung, 2003 .

Optimal Execution of Time-Constrained Portfolio Transactions

Panos M. Pardalos, Farid AitSahlia, P. Pardalos, 2008 .