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Energy-based assets : modelling, option pricing and delta hedging with transaction costs
Mitra, Sovan - In: International journal of sustainable economy 3 (2011) 1, pp. 20-43
Persistent link: https://www.econbiz.de/10009925447
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A review of volatility and option pricing
Mitra, Sovan - In: International journal of financial markets and derivatives 2 (2011) 3, pp. 149-179
Persistent link: https://www.econbiz.de/10009956348
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Operational risk of option hedging
Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203
Persistent link: https://www.econbiz.de/10010161385
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SCENARIO GENERATION FOR OPERATIONAL RISK
Mitra, Sovan - In: International journal of intelligent systems in … 20 (2013) 3, pp. 163-187
Persistent link: https://www.econbiz.de/10010179219
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Pricing and risk management of interest rate swaps
Mitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-Chieh - In: European journal of operational research : EJOR 228 (2013) 1, pp. 102-111
Persistent link: https://www.econbiz.de/10010092322