Shiam Kannan

Cornell University

Ithaca, NY

United States

SCHOLARLY PAPERS

2

DOWNLOADS

170

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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
Downloads 126 (305,407)

Abstract:

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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
Downloads 44 (546,179)

Abstract:

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Spread Option, Single Core, Parallel Computing