Farid AitSahlia
Farid AitSahlia
assistant professor, university of florida
Verified email at ufl.edu
Title
Cited by
Cited by
Year
Elementary probability theory with stochastic processes
KL Chung
Springer Science & Business Media, 2012
5682012
Web intelligence
N Zhong, J Liu, Y Yao
Springer Science & Business Media, 2003
1512003
Is concurrent engineering always a sensible proposition?
F AitSahlia, E Johnson, P Will
IEEE Transactions on Engineering Management 42 (2), 166-170, 1995
1271995
Exercise boundaries and efficient approximations to American option prices and hedge parameters
F Aitsahlia, TL Lai
J. Computational Finance 4, 85-103, 2001
822001
American options: A comparison of numerical methods
F AitSahlia, P Carr
Numerical methods in finance, 67-87, 1997
691997
Winning with risk management
R Walker
World Scientific, 2013
482013
A canonical optimal stopping problem for American options and its numerical solution
F AitSahlia, TL Lai
Journal of Computational Finance 3 (2), 33-52, 2000
452000
Valuation of discrete barrier and hindsight options
F AitSahlia, TL Lai
Journal of Financial Engineering 6 (2), 169-177, 1997
401997
Random walk duality and the valuation of discrete lookback options
F Aitsahlia, T Le Lai
Applied Mathematical Finance 5 (3-4), 227-240, 1998
341998
Fast and accurate valuation of American barrier options
F AtiSahlia, L Imhof
JOURNAL OF COMPUTATIONAL FINANCE 7, 10-145, 2003
292003
Corrected random walk approximations to free boundary problems in optimal stopping
TL Lai, YC Yao, F Aitsahlia
Advances in Applied Probability 39 (3), 753-775, 2007
232007
American option pricing under stochastic volatility: an empirical evaluation
F AitSahlia, M Goswami, S Guha
Computational Management Science 7 (2), 189-206, 2010
192010
American option pricing under stochastic volatility: an efficient numerical approach
F AitSahlia, M Goswami, S Guha
Computational Management Science 7 (2), 171-187, 2010
182010
Pricing and hedging of American knock-in options
F Aitsahlia, L Imhof, TL Lai
The Journal of Derivatives 11 (3), 44-50, 2004
162004
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts
F AitSahlia, CJ Wang, VE Cabrera, S Uryasev, CW Fraisse
Annals of Operations Research 190 (1), 201-220, 2011
142011
Approximations for American Options'
F AitSahlia, T Lai
preprint, 1996
121996
A canonical optimal stopping problem for American options under a double exponential jump-diffusion model
F AitSahlia, A Runnemo
Journal of Risk 10 (1), 85, 2007
112007
VIPP1 rods engulf membranes containing phosphatidylinositol phosphates
J Theis, TK Gupta, J Klingler, W Wan, S Albert, S Keller, BD Engel, ...
Scientific reports 9 (1), 1-11, 2019
7*2019
Optimal execution of time-constrained portfolio transactions
F AitSahlia, YC Sheu, PM Pardalos
Computational Methods in Financial Engineering, 95-102, 2008
72008
Information stages in efficient markets
F AitSahlia, JH Yoon
Journal of Banking & Finance 69, 84-94, 2016
62016
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