Samir K. Dutt

Orfalea College of Business

Associate Professor

San Luis Obispo, CA 93407

United States

Quantal International Inc.

1936 University Avenue

Berkeley, CA 94704

SCHOLARLY PAPERS

2

DOWNLOADS

208

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Risk, Reward and Asset Pricing

Number of pages: 137 Posted: 21 Sep 2006
Samir K. Dutt
Orfalea College of Business
Downloads 208 (173,775)

Abstract:

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Prospect theory, loss aversion, optimal portfolios, stochastic discount factor, CAPM

2.

Just-in-Time Monte Carlo for Path Dependent American Options

Posted: 01 Jun 2006
Samir K. Dutt and Gerd Welke
Orfalea College of Business and Baruch College - Zicklin School Business - Real Estate Department

Abstract:

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American options, least squares Monte Carlo, stochastic involution