Farshid Jamshidian

2.5k total citations
23 papers, 1.3k citations indexed

About

Farshid Jamshidian is a scholar working on Finance, Economics and Econometrics and Electrical and Electronic Engineering. According to data from OpenAlex, Farshid Jamshidian has authored 23 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 5 papers in Economics and Econometrics and 3 papers in Electrical and Electronic Engineering. Recurrent topics in Farshid Jamshidian's work include Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (6 papers) and Economic theories and models (4 papers). Farshid Jamshidian is often cited by papers focused on Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (6 papers) and Economic theories and models (4 papers). Farshid Jamshidian collaborates with scholars based in Netherlands, United States and Brazil. Farshid Jamshidian's co-authors include Yu Zhu, G. F. Pieper, J. Waight, P. Hirsch, G.C. Ejebe, D.J. Šobajić, Vijay Vittal, Bingliang Gao and Bingying Gao and has published in prestigious journals such as The Journal of Finance, Gerontology and Journal of Risk and Uncertainty.

In The Last Decade

Farshid Jamshidian

22 papers receiving 1.1k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Farshid Jamshidian Netherlands	13	1.2k	410	228	181	121	23	1.3k
Alan Brace Australia	7	768 0.6×	249 0.6×	132 0.6×	104 0.6×	73 0.6×	13	895
Louis O. Scott United States	14	1.9k 1.5×	781 1.9×	211 0.9×	486 2.7×	113 0.9×	25	2.0k
José Da Fonseca New Zealand	16	1.0k 0.8×	361 0.9×	242 1.1×	107 0.6×	90 0.7×	49	1.2k
Mark Schröder United States	16	1.0k 0.8×	552 1.3×	119 0.5×	127 0.7×	152 1.3×	33	1.2k
Marek Rutkowski Australia	16	2.1k 1.7×	669 1.6×	382 1.7×	135 0.7×	268 2.2×	79	2.3k
Jean‐Guy Simonato Canada	17	984 0.8×	430 1.0×	93 0.4×	182 1.0×	100 0.8×	51	1.1k
Rüdiger Kiesel Germany	18	747 0.6×	518 1.3×	215 0.9×	87 0.5×	193 1.6×	58	1.2k
Zhenyu Cui United States	15	770 0.6×	213 0.5×	328 1.4×	53 0.3×	153 1.3×	127	906
Antoon Pelsser Netherlands	19	917 0.7×	397 1.0×	412 1.8×	91 0.5×	180 1.5×	103	1.1k
Lars Stentoft Canada	12	539 0.4×	283 0.7×	90 0.4×	94 0.5×	83 0.7×	66	638

Countries citing papers authored by Farshid Jamshidian

Since Specialization

Citations

This map shows the geographic impact of Farshid Jamshidian's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Farshid Jamshidian with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Farshid Jamshidian more than expected).

Fields of papers citing papers by Farshid Jamshidian

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Farshid Jamshidian. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Farshid Jamshidian. The network helps show where Farshid Jamshidian may publish in the future.

Co-authorship network of co-authors of Farshid Jamshidian

This figure shows the co-authorship network connecting the top 25 collaborators of Farshid Jamshidian. A scholar is included among the top collaborators of Farshid Jamshidian based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Farshid Jamshidian. Farshid Jamshidian is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Jamshidian, Farshid. (2010). TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES. Mathematical Finance. 20(2). 229–258. 2 indexed citations

Jamshidian, Farshid. (2007). The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope. Stochastics. 79(1-2). 27–60. 27 indexed citations

Jamshidian, Farshid. (2006). The Duality of Optimal Exercise and Domineering Claims: a Doob-Meyer Decomposition Approach to the Snell Envelope. SSRN Electronic Journal. 8 indexed citations

Jamshidian, Farshid. (2005). Chaotic expansion of powers and martingale representation. University of Twente Research Information. 2 indexed citations

Jamshidian, Farshid, et al.. (2005). Replication of flexi-swaps. Journal of Risk and Uncertainty. 67–70. 1 indexed citations

Jamshidian, Farshid. (2004). Valuation of credit default swaps and swaptions. Finance and Stochastics. 8(3). 343–371. 49 indexed citations

Jamshidian, Farshid. (2004). Numeraire-invariant option pricing and american, bermudan, trigger stream rollover. University of Twente Research Information. 3 indexed citations

Ejebe, G.C., Bingying Gao, J. Waight, et al.. (2002). On-line implementation of transient stability assessment in an energy management system. 2000 IEEE Power Engineering Society Winter Meeting. Conference Proceedings (Cat. No.00CH37077). 1. 100–102. 3 indexed citations

Jamshidian, Farshid. (1999). Libor Market Model With Semimartingales. Gerontology. 29(2). 97–101. 17 indexed citations

10.

Jamshidian, Farshid. (1998). Scenario Simulation: Theory and Methodology. SSRN Electronic Journal. 9 indexed citations

11.

Ejebe, G.C., J. Waight, Vijay Vittal, et al.. (1998). Online dynamic security assessment in an EMS. IEEE Computer Applications in Power. 11(1). 43–47. 17 indexed citations

12.

Jamshidian, Farshid. (1997). LIBOR and swap market models and measures. Finance and Stochastics. 1(4). 293–330. 391 indexed citations

13.

Jamshidian, Farshid. (1996). Bond, futures and option evaluation in the quadratic interest rate model. Applied Mathematical Finance. 3(2). 93–115. 53 indexed citations

14.

Jamshidian, Farshid & Yu Zhu. (1996). Scenario Simulation: Theory and methodology. Finance and Stochastics. 1(1). 43–67. 89 indexed citations

15.

Jamshidian, Farshid. (1995). A simple class of square-root interest-rate models. Applied Mathematical Finance. 2(1). 61–72. 40 indexed citations

16.

Jamshidian, Farshid. (1993). Option and Futures Evaluation With Deterministic Volatilities¹. Mathematical Finance. 3(2). 149–159. 33 indexed citations

17.

Jamshidian, Farshid. (1992). ASYMPTOTICALLY OPTIMAL PORTFOLIOS. Mathematical Finance. 2(2). 131–150. 34 indexed citations

18.

Jamshidian, Farshid. (1991). Forward Induction and Construction of Yield Curve Diffusion Models. The Journal of Fixed Income. 1(1). 62–74. 65 indexed citations

19.

Jamshidian, Farshid. (1989). An Exact Bond Option Formula. The Journal of Finance. 44(1). 205–209. 387 indexed citations

20.

Jamshidian, Farshid. (1989). An Exact Bond Option Formula. The Journal of Finance. 44(1). 205–205. 95 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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