Ashish Jain, Ph.D.
Affiliations: | 2007 | Columbia University, New York, NY |
Area:
Finance, Theory EconomicsGoogle:
"Ashish Jain"Parents
Sign in to add mentor| Mark Broadie | grad student | 2007 | Columbia | |
| (Essays on volatility derivatives and portfolio optimization.) | ||||
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Publications
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| Ahn A, Haugh M, Jain A. (2015) Consistent Pricing of Options on Leveraged ETFs Siam Journal On Financial Mathematics. 6: 559-593 |
| Broadie MN, Jain A. (2008) Pricing and hedging volatility derivatives Journal of Derivatives. 15: 7-24 |
| Broadie M, Jain A. (2008) The effect of jumps and discrete sampling on volatility and variance swaps International Journal of Theoretical and Applied Finance. 11: 761-797 |