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Publications by Samim Ghamami

Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement

Journal of Credit Risk

English

Related publications

Nonlinear Monte Carlo Schemes for Counterparty Risk on Credit Derivatives

Springer Proceedings in Mathematics and Statistics

English

The Pricing Implications of Counterparty Risk for Non-Linear Credit Products

Journal of Credit Risk

English

Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM

Frontiers in Applied Mathematics and Statistics

Applied Mathematics

English

Erratum To: Credit Risk Management: Pricing, Measurement, and Modeling

English

Bond Pricing With Jumps and Monte Carlo Simulation

Lecture Notes in Computer Science

Computer Science

Theoretical Computer Science

English

The Pricing of Portfolio Credit Risk

SSRN Electronic Journal

English

A BSDE With Delayed Generator Approach to Pricing Under Counterparty Risk and Collateralization

International Journal of Stochastic Analysis

Applied Mathematics

English

An Efficient Sampling Algorithm for Variational Monte Carlo

Journal of Chemical Physics

Theoretical Chemistry

English

Hazardous Immorality: Strategic Externalization of Risk and Credit Pricing

Journal of Risk Finance

English