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Shiam Kannan
Cornell University
Ithaca, NY
United States
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Tel: 9083342916
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SCHOLARLY PAPERS
2
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170
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Scholarly Papers (2)
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1.
Pricing Exotic Derivatives for Cryptocurrency Assets - A Monte Carlo Perspective
Number of pages: 23
Posted: 10 Jun 2021
Mesias Alfeus
and Shiam Kannan
Department of Statistics and Actuarial Science - Stellenbosch University and Cornell University
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126
(305,407)
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Abstract:
2.
Spread Option Pricing on Single-Core and Parallel Computing Architectures
Number of pages: 10
Posted: 08 Oct 2019
Shiam Kannan and
Mesias Alfeus
Cornell University and Department of Statistics and Actuarial Science - Stellenbosch University
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44
(546,179)
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Abstract:
Spread Option, Single Core, Parallel Computing
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