Hossein Kakavand

Stanford University

Stanford, CA 94305

United States

  • Stanford University

SCHOLARLY PAPERS

4

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SSRN CITATIONS
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12

CROSSREF CITATIONS

6

Scholarly Papers (4)

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1.

The Blockchain Revolution: An Analysis of Regulation and Technology Related to Distributed Ledger Technologies

Number of pages: 27 Posted: 12 Oct 2016 Last Revised: 05 Jan 2017
Hossein Kakavand, Nicolette Kost De Sevres and Bart Chilton
Stanford University, Mayer Brown and DLA Piper
Downloads 7,301 (1,265)
Citation 46

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Blockchain, Digitial Currency, Virtual Currency, Technology, Regulation, regulatory, FinTech, DLT, cryptocurrencies, financial regulation

2.

Exact and Efficient Simulation of Correlated Defaults

Number of pages: 36 Posted: 01 Nov 2009 Last Revised: 01 Oct 2010
Kay Giesecke, Hossein Kakavand, Mohammad Mousavi and Hideyuki Takada
Stanford University - Department of Management Science & Engineering, Stanford University, Stanford University - Department of Management Science & Engineering and Toho University
Downloads 187 (222,298)
Citation 1

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Correlated Default Risk, Portfolio Credit Risk, Intensity, Simulation, Variance Reduction, Intensity Model

3.

Exact Simulation of Point Processes with Stochastic Intensities

Number of pages: 31 Posted: 15 Feb 2010 Last Revised: 13 Sep 2010
Kay Giesecke, Hossein Kakavand and Mohammad Mousavi
Stanford University - Department of Management Science & Engineering, Stanford University and Stanford University - Department of Management Science & Engineering
Downloads 182 (227,589)
Citation 6

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Point Process, Stochastic Intensity, Filtering, Filtration

4.

Simulating Point Processes by Intensity Projection

Number of pages: 9 Posted: 14 Jul 2008
Kay Giesecke, Hossein Kakavand and Mohammad Mousavi
Stanford University - Department of Management Science & Engineering, Stanford University and Stanford University - Department of Management Science & Engineering
Downloads 137 (287,337)
Citation 1

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Point process simulation, exact simulation, stochastic intensity, affine point process