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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Ghamami, Samim"
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
International journal of financial engineering
1
Journal of financial and quantitative analysis : JFQA
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Journal of financial intermediation
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ECONIS (ZBW)
10
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1
Central counterparty default waterfalls and systemic loss
Ghamami, Samim
;
Paddrik, Mark
;
Zhang, Simpson
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
8
,
pp. 3577-3612
Persistent link: https://www.econbiz.de/10014465432
Saved in:
2
Collateralized networks
Ghamami, Samim
;
Glasserman, Paul
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2202-2225
Persistent link: https://www.econbiz.de/10013267965
Saved in:
3
Submodular risk allocation
Ghamami, Samim
;
Glasserman, Paul
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4656-4675
Persistent link: https://www.econbiz.de/10012118107
Saved in:
4
Does OTC derivatives reform incentivize central clearing?
Ghamami, Samim
;
Glasserman, Paul
- In:
Journal of financial intermediation
32
(
2017
),
pp. 76-87
Persistent link: https://www.econbiz.de/10011822437
Saved in:
5
Derivatives pricing under bilateral counterparty risk
Carr, Peter
;
Ghamami, Samim
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10011847436
Saved in:
6
Static models of central counterparty risk
Ghamami, Samim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011333478
Saved in:
7
Efficient Monte Carlo counterparty credit risk pricing and measurement
Ghamami, Samim
;
Zhang, Bo
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 87-133
Persistent link: https://www.econbiz.de/10010426464
Saved in:
8
Stochastic intensity models of wrong way risk : wrong way CVA need not exceed independent CVA
Ghamami, Samim
;
Goldberg, Lisa
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 24-35
Persistent link: https://www.econbiz.de/10010387688
Saved in:
9
Dynamic scheduling of a two-server parallel server system with complete resource pooling and reneging in heavy traffic : asymptotic optimality of a two-threshold policy
Ghamami, Samim
;
Ward, Amy R.
- In:
Mathematics of operations research
38
(
2013
)
4
,
pp. 761-824
Persistent link: https://www.econbiz.de/10010210713
Saved in:
10
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
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