Farid AitSahlia

Publication Activity (10 Years)

Years Active: 2010-2019
Publications (10 Years): 1

Top Topics

Optimization Problems

Decision Making

Investment Decisions

Top Venues

Ann. Oper. Res.

Publications

Farid AitSahlia, Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent
Preface: decision making and risk/return optimization in financial economics. Ann. Oper. Res. 281 (1-2) (2019)
Farid AitSahlia, Chung-Jui Wang, Victor E. Cabrera, Stan Uryasev, Clyde W. Fraisse
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts. Ann. Oper. Res. 190 (1) (2011)
Farid AitSahlia, Manisha Goswami, Suchandan Guha
American option pricing under stochastic volatility: an empirical evaluation. Comput. Manag. Sci. 7 (2) (2010)
Farid AitSahlia, Manisha Goswami, Suchandan Guha
American option pricing under stochastic volatility: an efficient numerical approach. Comput. Manag. Sci. 7 (2) (2010)