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Shashi Jain

The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks
2015 · Shashi Jain, Cornelis W. Oosterlee · Applied Mathematics and Computation · 70
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Brownian dynamic simulation for the prediction of effective thermal conductivity of nanofluid
2008 · Shashi Jain, Hrishikesh E. Patel, et al. · Journal of Nanoparticle Research · 50
Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification
2019 · Prayut Jain, Shashi Jain · Risks · 36
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Pricing high-dimensional Bermudan options using the stochastic grid method
2012 · Shashi Jain, Cornelis W. Oosterlee · International Journal of Computer Mathematics · 31
A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning
2023 · Nikolaj T. Mücke, Prerna Pandey, et al. · Sensors · 29
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Decision-support tool for assessing future nuclear reactor generation portfolios
2014 · Shashi Jain, Ferry Roelofs, et al. · Energy Economics · 21
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Counterparty Credit Exposures for Interest Rate Derivatives Using the Stochastic Grid Bundling Method
2014 · Patrik Karlsson, Shashi Jain, et al. · Applied Mathematical Finance · 18
Efficient Computation of Exposure Profiles on Real-World and Risk-Neutral Scenarios for Bermudan Swaptions
2016 · Qian Feng, Shashi Jain, et al. · The Journal of Computational Finance · 16
Rolling Adjoints : Fast Greeks Along Monte Carlo Scenarios for Early-Exercise Options
2017 · Shashi Jain, Álvaro Leitao, et al. · Journal of Computational Science · 15
Valuing modular nuclear power plants in finite time decision horizon
2012 · Shashi Jain, Ferry Roelofs, et al. · Energy Economics · 15
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Explainable neural network for pricing and universal static hedging of contingent claims
2021 · Vikranth Lokeshwar, Vikram Bharadwaj, et al. · Applied Mathematics and Computation · 13
A Two-Stage Model for Data-Driven Leakage Detection and Localization in Water Distribution Networks
2023 · Vineet Tyagi, Prerna Pandey, et al. · Water · 12
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BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems
2018 · Lina von Sydow, Slobodan Milovanović, et al. · International Journal of Computer Mathematics · 11
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Construction strategies and lifetime uncertainties for nuclear projects: A real option analysis
2013 · Shashi Jain, Ferry Roelofs, et al. · Nuclear Engineering and Design · 11
The Stochastic Grid Bundling Method: Efficient Pricing of Multidimensional Bermudan Options and the Greeks
2012 · Shashi Jain, Cornelis W. Oosterlee · SSRN Electronic Journal · 7
A neural network based model for multi-dimensional non-linear Hawkes processes
2024 · Sobin Joseph, Shashi Jain · Journal of Computational and Applied Mathematics · 6
Neural Network for Pricing and Universal Static Hedging of Contingent Claims
2019 · Vikranth Lokeshwar, Vikram Bhardawaj, et al. · SSRN Electronic Journal · 6
KVA, Mind Your P's and Q's!
2016 · Shashi Jain, Patrik Karlsson, et al. · Wilmott · 6
Jatropha biodiesel: key to attainment of sustainable rural bioenergy regime in India.
2011 · Shashi Jain, Sunil Kumar, et al. · Archives of applied science research · 6
Machine Learning-Based Digital Twin for Water Distribution Network Anomaly Detection and Localization
2024 · Prerna Pandey, Nikolaj T. Mücke, et al. · 5
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Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes
2022 · Sobin Joseph, Lekhapriya Dheeraj Kashyap, et al. · Journal of Computational Science · 5
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Mapping the Potentials and Limitations of Using Generative AI Technologies to Address Socio-Economic Challenges in LMICs
2025 · Rachel Adams, Fola Adeleke, et al. · 4
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
2016 · Patrik Karlsson, Shashi Jain, et al. · International Journal of Financial Engineering · 3
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Shrinkage and thresholding approaches for expected utility portfolios: An analysis in terms of predictive ability
2024 · Sumanjay Dutta, Shashi Jain · Finance research letters · 2
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Pricing Higher-Dimensional American Options Using The Stochastic Grid Method
2010 · Shashi Jain, Cornelis W. Oosterlee · Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands · 2
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Works count: 68
Citation count: 413
H-index: 12
I10-index: 14
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