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Somesh Jha
Postdoctoral Fellow

No longer a member of RI.

Jump to: Publications

• Accurate Approximations for European Asian Options
  P. Chalasani, S. Jha, and A. Varikooty
  Journal of Computational Finance, Vol. 1, No. 4, April, 1999, pp. 11 - 29.
  Download: pdf [165 KB], ps.gz [62 KB] copyrighted

• Randomized Stopping Times and American Option Pricing with Transaction Costs
  P. Chalasani and S. Jha
  Proceedings of the 9th Annual Derivative Securities Conference, April, 1999.
  Download: pdf [319 KB], ps.gz [107 KB] copyrighted

• A Refined Binomial Lattice for Pricing American Asian Options
  P. Chalasani, S. Jha, F. Egriboyun, and A. Varikooty
  Review of Derivatives Research, Vol. 3, No. 1, January, 1999, pp. 85 - 105.
  Download: pdf [180 KB], ps.gz [65 KB] copyrighted

• Approximate Option Pricing
  P. Chalasani, S. Jha, and I. Saias
  Algorithmica, Vol. 25, No. 1, January, 1999, pp. 2 - 21.
  Download: pdf [183 KB], ps.gz [66 KB] copyrighted

• Agent cloning
  O. Shehory, K. Sycara, P. Chalasani, and S. Jha
  Proceedings of the 1998 International Conference on Multi Agent Systems, July, 1998, pp. 463 - 464. [Abstract]
  Download: pdf [22 KB] copyrighted

• Agent Cloning: An Approach to Agent Mobility and Resource Allocation
  O. Shehory, K. Sycara, P. Chalasani, and S. Jha
  IEEE Communications, Vol. 36, No. 7, July, 1998, pp. 58-67. [Abstract]
  Download: pdf [170 KB], ps.gz [105 KB] copyrighted

• Query restart strategies for web agents
  P. Chalasani, S. Jha, O. Shehory, and K. Sycara
  Autonomous Agents, May, 1998, pp. 124-131. [Abstract]
  Download: pdf [95 KB], ps.gz [49 KB] copyrighted

• An Options Approach to Software Prototyping
  P. Chalasani, S. Jha, and K. Sullivan
  International Conference on Software Engineering (ICSE '98), 1998.
  Download: pdf [150 KB], ps.gz [63 KB] copyrighted

• Increasing Resource Utilization and Task Performance by Agent Cloning
  O. Shehory, K. Sycara, P. Chalasani, and S. Jha
  In Lecture Notes in AI: Intelligent Agents, V. A. Rao, M. Singh, and M. Wooldridge, ed., Springer Verlag, 1998.

• Query Strategies for Multi-Agent Systems
  P. Chalasani, S. Jha, and K. Sycara
  Lecture Notes in Artificial Intelligence, Vol. 1435, 1998, pp. 94 - 107.
  Download: pdf [112 KB], ps.gz [40 KB] copyrighted