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Farid AitSahlia
Farid AitSahlia
assistant professor, university of florida
Verified email at ufl.edu
Title
Cited by
Cited by
Year
Elementary probability theory: with stochastic processes and an introduction to mathematical finance
KL Chung, F AitSahlia
Springer Science & Business Media, 2006
1772006
Is concurrent engineering always a sensible proposition?
F AitSahlia, E Johnson, P Will
IEEE Transactions on Engineering Management 42 (2), 166-170, 1995
1361995
Exercise boundaries and efficient approximations to American option prices and hedge parameters
F Aitsahlia, TL Lai
J. Computational Finance 4, 85-103, 2001
912001
American Options: A Comparison
F AitSahlia, P Carr
Numerical methods in finance 13, 67, 1997
741997
A canonical optimal stopping problem for American options and its numerical solution
F AitSahlia, TL Lai
Journal of Computational Finance 3 (2), 33-52, 2000
462000
Valuation of discrete barrier and hindsight options
F AitSahlia, TL Lai
Journal of Financial Engineering 6 (2), 169-177, 1997
421997
Random walk duality and the valuation of discrete lookback options
F Aitsahlia, T Le Lai
Applied Mathematical Finance 5 (3-4), 227-240, 1998
401998
Fast and accurate valuation of American barrier options
F AtiSahlia, L Imhof
JOURNAL OF COMPUTATIONAL FINANCE 7, 10-145, 2003
282003
Corrected random walk approximations to free boundary problems in optimal stopping
TL Lai, YC Yao, F Aitsahlia
Advances in Applied Probability 39 (3), 753-775, 2007
262007
American option pricing under stochastic volatility: an empirical evaluation
F AitSahlia, M Goswami, S Guha
Computational Management Science 7, 189-206, 2010
192010
American option pricing under stochastic volatility: an efficient numerical approach
F AitSahlia, M Goswami, S Guha
Computational Management Science 7, 171-187, 2010
182010
Pricing and hedging of American knock-in options
F Aitsahlia, L Imhof, TL Lai
Journal of Derivatives 11 (3), 44-50, 2004
172004
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts
F AitSahlia, CJ Wang, VE Cabrera, S Uryasev, CW Fraisse
Annals of Operations Research 190, 201-220, 2011
162011
Approximations for American Options'
F AitSahlia, T Lai
preprint, 1996
121996
A canonical optimal stopping problem for American options under a double exponential jump-diffusion model
F AitSahlia, A Runnemo
Journal of Risk 10 (1), 85, 2007
112007
Information stages in efficient markets
F AitSahlia, JH Yoon
Journal of Banking & Finance 69, 84-94, 2016
102016
Optimal execution of time-constrained portfolio transactions
F AitSahlia, YC Sheu, PM Pardalos
Computational Methods in Financial Engineering: Essays in Honour of Manfred …, 2008
72008
Selected Works of Kai Lai Chung
F AitSahlia
World Scientific, 2008
62008
Efficiency, Spanning, and the Fiduciary in 401 (k) Plans
F AitSahlia, TW Doellman, SH Sardarli
Unpublished Working Paper, 2015
3*2015
Menu simplification for portfolio selection under short‐sales constraints
F AitSahlia, T Doellman, S Sardarli
European Financial Management 29 (1), 3-21, 2023
22023
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