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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/10010191991
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Scenario generation for operational risk
Mitra, Sovan - In: Intelligent systems in accounting finance and … 20 (2013) 3, pp. 163-187
Persistent link: https://www.econbiz.de/10010196986
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Efficient option risk measurement with reduced model risk
Mitra, Sovan - In: Insurance / Mathematics & economics 72 (2017), pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
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Post global financial crisis modelling : credit risk for firms that are too big to fail
Clark, Ephraim; Mitra, Sovan; Jokung Nguena, Octave - In: International Journal of Financial Markets and … 7 (2019) 1, pp. 15-39
Persistent link: https://www.econbiz.de/10012253519
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Firm value and the impact of operational management
Mitra, Sovan; Karathanasopoulos, Andreas - In: Asia-Pacific financial markets 26 (2019) 1, pp. 61-85
Persistent link: https://www.econbiz.de/10012308009