Kaushik I. Amin

Pricing foreign currency options under stochastic interest rates

Kaushik I. Amin, Robert A. Jarrow · Journal of International Money and Finance · 1991 · 350 citations

Monetary Policy, Economics, Option Pricing +7

Jump Diffusion Option Valuation in Discrete Time

Kaushik I. Amin · The Journal of Finance · 1993 · 319 citations

Mathematical Programming, Option Pricing, Economics +13

Option Trading, Price Discovery, and Earnings News Dissemination*

Kaushik I. Amin, Charles M.C. Lee · Contemporary Accounting Research · 1997 · 249 citations

Market Microstructure, Financial Economics, Asset Pricing +8

Option Valuation with Systematic Stochastic Volatility

Kaushik I. Amin, Victor Ng · The Journal of Finance · 1993 · 242 citations

Option Pricing, Volatility Modeling, Multivariate Stochastic Volatility +15

Implied volatility functions in arbitrage-free term structure models

Kaushik I. Amin, A. J. Morton · Journal of Financial Economics · 1994 · 214 citations · Full text

Mathematical Programming, Option Pricing, Asset Pricing +4