# Shashi Jain

**Source**: https://mgmt.iisc.ac.in/shashi-jain/
**Parent**: https://cce.iisc.ac.in/leadership/

[Home Page](https://sites.google.com/view/jainshashi/home)

# Shashi Jain

### Associate Professor & Chair

**Phone :** +91-80-2293 2305 (O)\
**E-mail:** shashijain@iisc.ac.in

**Research Interests:**

Computational finance, Monte Carlo methods for derivate pricing, Financial risk management, Real Options.

##### Educational History

Will be updated soon

##### Courses offered

Will Be Updated Soon

##### Awards / Honours / Affiliations

Will be updated soon

##### Publications

- The stochastic grid bundling method: Efficient pricing of Bermudan options and their Greeks. S Jain, CW Oosterlee. *Applied Mathematics and Computation* 269, 412-431 (2015) [(pdf)](http://www.google.com/url?q=http%3A%2F%2Fta.twi.tudelft.nl%2Fmf%2Fusers%2Foosterlee%2Foosterlee%2FSGBM.pdf&sa=D&sntz=1&usg=AFQjCNFya8Eu5B_99vzwiV-hICCY_ShhZQ)
- Pricing high-dimensional Bermudan options using the stochastic grid method. S Jain, CW Oosterlee. *International Journal of Computer Mathematics* 89 (9), 1186-1211 (2012) [(pdf)](http://www.google.com/url?q=http%3A%2F%2Fta.twi.tudelft.nl%2Fmf%2Fusers%2Foosterlee%2Foosterlee%2FJ74.pdf&sa=D&sntz=1&usg=AFQjCNGsLbNYGWcjeHXxOYgRPMJDW9t07g)