Shashi Jain

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 12

Top Topics

Convertible Bonds

Black Scholes Model

Kernel Estimation

Water Distribution Networks

Top Venues

J. Comput. Sci.

Appl. Math. Comput.

Publications

Sobin Joseph, Shashi Jain
A neural network based model for multi-dimensional non-linear Hawkes processes. J. Comput. Appl. Math. 447 (2024)
Sobin Joseph, Shashi Jain
Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes. CoRR (2024)
Nikolaj Takata Mücke, Prerna Pandey, Shashi Jain, Sander M. Bohté, Cornelis W. Oosterlee
A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning. Sensors 23 (13) (2023)
Sobin Joseph, Shashi Jain
A neural network based model for multi-dimensional nonlinear Hawkes processes. CoRR (2023)
Vikranth Lokeshwar, Vikram Bharadwaj, Shashi Jain
Explainable neural network for pricing and universal static hedging of contingent claims. Appl. Math. Comput. 417 (2022)
Sobin Joseph, Lekhapriya Dheeraj Kashyap, Shashi Jain
Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes. J. Comput. Sci. 63 (2022)
Arjun V. Singar, Shashi Jain, K. B. Akhilesh
FRIYAY - A Contemporary Model of Education for Engineering and Management Institutions. EDUCON (2022)
Sobin Joseph, Lekhapriya Dheeraj Kashyap, Shashi Jain
Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes. CoRR (2020)
Shashi Jain, Álvaro Leitao, Cornelis W. Oosterlee
: Fast Greeks along Monte Carlo scenarios for early-exercise options. J. Comput. Sci. 33 (2019)
Lina von Sydow, Slobodan Milovanovic, Elisabeth Larsson, Karel J. in 't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Álvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Waldén
BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems. Int. J. Comput. Math. 96 (10) (2019)
Pat Pataranutaporn, Potiwat Ngamkajornwiwat, Thanayuth Unprasert, Worapon Umnajsasithorn, Siwaphan Luksanayeam, Smitt Loha-Unchit, Chan La-o-vorakiat, Bawornsak Sakulkueakulsuk, Bank Ngamarunchot, Chakrapipat Assawaboonyalert, Pornpen Pataranutaporn, Sornchai Chatwiriyachai, Werasak Surareungchai, Shashi Jain
Hormone couture: biopolitics, aesthetics, and technology. ISWC (2017)
Shashi Jain, Cornelis W. Oosterlee
The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks. Appl. Math. Comput. 269 (2015)
Shashi Jain, Cornelis W. Oosterlee
Pricing high-dimensional Bermudan options using the stochastic grid method. Int. J. Comput. Math. 89 (9) (2012)