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Klebaner, Fima


 SSRN Author Rank: 14,994 by Downloads
 

Monash University


 Wellington Road
 Victoria, 3145
 Australia
 email address

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. Klebaner, Fima's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,780
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Calibrating and Pricing with a Stochastic-Local Volatility Model | Show Abstract | Download |
Journal of Derivatives, Forthcoming
Accepted Paper Series
Tian, Yu
Monash Uiversity
Zhu, Zili
CSIRO
Lee, Geoffrey
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Klebaner, Fima
Monash University
Hamza, Kais
Monash University
Posted:
30 Nov 12
Last Revised:
09 Jul 14
1,021
(11,029)
 

2.  
Pricing Barrier and American Options under the SABR model on the GPU | Show Abstract | Download |
Concurrency and Computation: Practice and Experience, 2011
Accepted Paper Series
Tian, Yu
Monash Uiversity
Zhu, Zili
CSIRO
Klebaner, Fima
Monash University
Hamza, Kais
Monash University
Posted:
04 Aug 10
Last Revised:
10 Apr 11
349
(48,427)
2

3.  
A Hybrid Stochastic Volatility Model Incorporating Local Volatility | Show Abstract | Download |
2012 Fourth International Conference on Computational and Information Sciences (ICCIS)
Accepted Paper Series
Tian, Yu
Monash Uiversity
Zhu, Zili
CSIRO
Klebaner, Fima
Monash University
Hamza, Kais
Monash University
Posted:
04 Jun 12
Last Revised:
28 Jan 14
326
(52,567)
 

4.  
Pricing Window Barrier Options with a Hybrid Stochastic-Local Volatility Model | Show Abstract | Download |
2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics
Accepted Paper Series
Tian, Yu
Monash Uiversity
Zhu, Zili
CSIRO
Lee, Geoffrey
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Lo, Thomas
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Klebaner, Fima
Monash University
Hamza, Kais
Monash University
Posted:
20 Nov 13
Last Revised:
23 Feb 14
84
(178,888)
 


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