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Publications, Somesh Jha

Note: This list may not be comprehensive. It contains only those publications in the RI publications database. Entries are listed in reverse chronological order.

• 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

• Strategies for Querying Information Agents
  P. Chalasani, S. Jha, O. Shehory, and K. Sycara
  In Cooperative Information Agents II. Lecture Notes in AI, M. Klusch and G. Weiss, ed., Vol. 1435, 1998. [Abstract]
  Download: pdf [112 KB], ps.gz [40 KB] copyrighted

• Multi-agent Coordination through Coalition Formation
  O. Shehory, S.K. Sycara, and S. Jha
  Intelligent Agents IV: Agent Theories, Architectures and Languages, Lecture Notes in Artificial Intelligence, Springer, No. 1365, 1997, pp. 143-154. [Abstract]
  Download: pdf [250 KB], ps.gz [71 KB] copyrighted