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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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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/10008825411
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Catastrophe bond pricing in the primary market : the issuer effect and pricing factors
Chatoro, Marian; Mitra, Sovan; Pantelous, Athanasios A.; … - In: International review of financial analysis 85 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014234981
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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/10009734148
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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