| The stochastic grid bundling method: Efficient pricing of Bermudan options and their Greeks S Jain, CW Oosterlee Applied Mathematics and Computation 269, 412-431, 2015 | 101 | 2015 |
| Brownian dynamic simulation for the prediction of effective thermal conductivity of nanofluid S Jain, HE Patel, SK Das Journal of Nanoparticle Research 11, 767-773, 2009 | 74 | 2009 |
| Can machine learning based portfolios outperform traditional risk-based portfolios? The need to account for covariance misspecification. P Jain, S Jain https://www.mdpi.com/2227-9091/7/3/74, 2019 | 49 | 2019 |
| Pricing high-dimensional Bermudan options using the stochastic grid method S Jain, CW Oosterlee International Journal of Computer Mathematics 89 (9), 1186-1211, 2012 | 40 | 2012 |
| Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method P Karlsson, S Jain, CW Oosterlee Applied Mathematical Finance 23 (3), 175-196, 2016 | 24 | 2016 |
| Efficient Computation of Exposure Profiles on Real-World and Risk-Neutral Scenarios for Bermudan Swaptions Q Feng, S Jain, P Karlsson, D Kandhai, CW Oosterlee Available at SSRN 2790874, 2016 | 23 | 2016 |
| Valuing modular nuclear power plants in finite time decision horizon S Jain, F Roelofs, CW Oosterlee Energy Economics 36, 625-636, 2013 | 19 | 2013 |
| Decision-support tool for assessing future nuclear reactor generation portfolios S Jain, F Roelofs, CW Oosterlee Energy Economics 44, 99-112, 2014 | 15 | 2014 |
| Explainable neural network for pricing and universal static hedging of contingent claims V Lokeshwar, V Bharadwaj, S Jain Applied Mathematics and Computation 417, 126775, 2022 | 13 | 2022 |
| Rolling Adjoints: fast Greeks along Monte Carlo scenarios for early-exercise options S Jain, Á Leitao, CW Oosterlee Journal of Computational Science 33, 95-112, 2019 | 13 | 2019 |
| Construction strategies and lifetime uncertainties for nuclear projects: A real option analysis S Jain, F Roelofs, CW Oosterlee Nuclear Engineering and Design 265, 319-329, 2013 | 12 | 2013 |
| BENCHOP–SLV: the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems L von Sydow, S Milovanović, E Larsson, K In't Hout, M Wiktorsson, ... International Journal of Computer Mathematics 96 (10), 1910-1923, 2019 | 9 | 2019 |
| KVA, Mind Your P's and Q's! S Jain, P Karlsson, D Kandhai Available at SSRN, 2016 | 8 | 2016 |
| Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes S Joseph, LD Kashyap, S Jain Journal of Computational Science, 101754, 2022 | 7 | 2022 |
| Neural network for pricing and universal static hedging of contingent claims V Lokeshwar, V Bhardawaj, S Jain arXiv preprint arXiv:1911.11362, 2019 | 5 | 2019 |
| Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model P Karlsson, S Jain, CW Oosterlee International Journal of Financial Engineering 3 (01), 1650005, 2016 | 4 | 2016 |
| A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning NT Mücke, P Pandey, S Jain, SM Bohté, CW Oosterlee Sensors 23 (13), 6179, 2023 | 3 | 2023 |
| Observing the impact of profession change on ‘habits of mind’: A factor oriented approach T Negi, S Jain Journal of Adult and Continuing Education 28 (2), 499-521, 2022 | 3 | 2022 |
| Pricing high-dimensional American options using the stochastic grid method S Jain, CW Oosterlee Available at SSRN 1723712, 2010 | 3 | 2010 |
| A Two-Stage Model for Data-Driven Leakage Detection and Localization in Water Distribution Networks V Tyagi, P Pandey, S Jain, P Ramachandran Water 15 (15), 2710, 2023 | 2 | 2023 |
Cornelis W. OosterleeUtrecht University, Mathematical Institute在 uu.nl 的电子邮件经过验证
Cornelis W. OosterleeUtrecht University, Mathematical Institute在 uu.nl 的电子邮件经过验证
D. KandhaiProfessor - Data-driven Computational Finance, University of Amsterdam在 uva.nl 的电子邮件经过验证