Concepedia
Statistics
Publications
10
Citations
270
H-Index
Active since
1995
Affiliations
University of Florida(Current)
Stanford University
Farid AitSahlia is an author at University of Florida specializing in engineering, option pricing, and business.
Top concepts
EngineeringOption PricingBusinessAsset PricingFinanceNumerical AnalysisApproximation TheoryMathematical ProgrammingProbabilityStochastic Calculus
Publications per year
1995–2009
Is concurrent engineering always a sensible proposition?
Farid AitSahlia, Edgar M. Johnson, Peter Will · IEEE Transactions on Engineering Management · 1995 · 93 citations
Engineering, Industrial Engineering, Smart Manufacturing +22
Exercise boundaries and efficient approximations to American option prices and hedge parameters
Farid AitSahlia, Tze Leung Lai · The Journal of Computational Finance · 2001 · 52 citations
Mathematical Programming, Numerical Analysis, Engineering +17
Random walk duality and the valuation of discrete lookback options
Farid AitSahlia, Tzeung Le Lai · Applied Mathematical Finance · 1998 · 27 citations
Mathematical Programming, Numerical Analysis, Option Pricing +10
A canonical optimal stopping problem for American options and its numerical solution
Farid AitSahlia, Tze Leung Lai · The Journal of Computational Finance · 2000 · 17 citations
Mathematical Programming, Numerical Analysis, Option Pricing +15
Corrected random walk approximations to free boundary problems in optimal stopping
Tze Leung Lai, Yi‐Ching Yao, Farid AitSahlia · Advances in Applied Probability · 2007 · 15 citations
Mathematical Programming, Option Pricing, Engineering +15
1–5 of 10