Concepedia

Shashi Jain

SJ

16

Publications

418

Citations

12

H-Index

1993

Active since

Affiliations

Centrum Wiskunde & Informatica(Current)

Delft University of Technology

Indian Institute of Science Bangalore

Nuclear Research and Consultancy Group

Lund University

Shashi Jain is an author at Centrum Wiskunde & Informatica specializing in engineering, asset pricing, and business.

Top concepts

EngineeringBusinessAsset PricingFinanceComputer ScienceUncertainty QuantificationStatisticsNuclear SafetyOption PricingRisk Management

Publications per year

1993–2023

16

Publications

16

The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks

Shashi Jain, Cornelis W. Oosterlee · Applied Mathematics and Computation · 2015 · 78 citations · Full text

Economics, Option Pricing, Computational Finance +11

Critical review of jatropha biodiesel promotion policies in India

Sunil Kumar, Alok Chaube, Shashi Jain · Energy Policy · 2011 · 64 citations

Engineering, Critical Review, Agricultural Economics +2

Brownian dynamic simulation for the prediction of effective thermal conductivity of nanofluid

Shashi Jain, Hrishikesh Patel, Sarit K. Das · Journal of Nanoparticle Research · 2008 · 50 citations

Engineering, Physics, Natural Sciences +14

Pricing high-dimensional Bermudan options using the stochastic grid method

Shashi Jain, Cornelis W. Oosterlee · International Journal of Computer Mathematics · 2012 · 35 citations

Mathematical Programming, Stochastic Simulation, Option Pricing +15

Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification

Prayut Jain, Shashi Jain · Risks · 2019 · 33 citations · Full text

Machine Learning, Asset Allocation, Portfolio Management +19

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