6 citations · 7 across the 7 of their papers we have counts for
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physics.flu-dyn2022★ 6 cited
Prediction of drag components on rough surfaces using effective models
Sahaj Jain, Y. Sudhakar
Owing to the multiscale nature and the consequent high computational cost associated with simulations of flows over rough surfaces, effective models are being developed as a practi…
q-fin.CP2022★ 1 cited
A semi-static replication approach to efficient hedging and pricing of callable IR derivatives
Jori Hoencamp, Shashi Jain, Drona Kandhai
We present a semi-static hedging algorithm for callable interest rate derivatives under an affine, multi-factor term-structure model. With a traditional dynamic hedge, the replicat…