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Ashish Jain, Ph.D. - Publications

Affiliations: 
2007 Columbia University, New York, NY 
Area:
Finance, Theory Economics
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3 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2015 Ahn A, Haugh M, Jain A. Consistent Pricing of Options on Leveraged ETFs Siam Journal On Financial Mathematics. 6: 559-593. DOI: 10.1137/151003933  0.344
2008 Broadie MN, Jain A. Pricing and hedging volatility derivatives Journal of Derivatives. 15: 7-24. DOI: 10.3905/Jod.2008.702503  0.571
2008 Broadie M, Jain A. The effect of jumps and discrete sampling on volatility and variance swaps International Journal of Theoretical and Applied Finance. 11: 761-797. DOI: 10.1142/S0219024908005032  0.568
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