Statistics
Publications
5
Citations
200
H-Index
5
Active since
2003
Affiliations
University of Maryland, College Park(Current)
Ali Hirsa is an author at University of Maryland, College Park specializing in business, implied volatility, and market risk.
Publications per year
2003–2022
5
5
Pricing American options under variance gamma
Ali Hirsa, Dilip B. Madan · The Journal of Computational Finance · 2003 · 125 citations
Why be Backward ? Forward equations for American options
Peter Carr, Ali Hirsa, Morgan Stanley · 2003 · 19 citations
Business, Finance, Asset Pricing +13
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