Similar Search Results

Narrow search

Modeling the commodity prices of base metals in Indian commodity market using a higher order Markovian approach

Nag, Suryadeepto; Basu, Sankarshan; Chakrabarty, … - In: Journal of quantitative economics 20 (2022) 1, pp. 159-171

Persistent link: https://www.econbiz.de/10013167352

Is being "robust" beneficial? : a perspective from the Indian market

Girach, Mohammed Bilal; Oberoi, Shashank; Chakrabarty, … - In: Asia Pacific financial markets 28 (2021) 4, pp. 469-497

Persistent link: https://www.econbiz.de/10012697495

Can robust optimization offer improved portfolio performance? : an empirical study of Indian market

Oberoi, Shashank; Girach, Mohammed Bilal; Chakrabarty, … - In: Journal of quantitative economics 18 (2020) 3, pp. 611-630

Persistent link: https://www.econbiz.de/10012418857

The carbon premium : correlation or causality? : evidence from S&P 500 companies

Sankar, Namasi G.; Nag, Suryadeepto; Chakrabarty, … - In: Energy economics 134 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015047138

Pricing of average strike Asian call option using numerical PDE methods

Kumar, Abhishek; Waikos, Ashwin; Chakrabarty, Siddhartha P. - arXiv.org - 2011

In this paper, a standard PDE for the pricing of arithmetic average strike Asian call option is presented. A Crank-Nicolson Implicit Method and a Higher Order Compact finite difference scheme for this pricing problem is derived. Both these schemes were implemented for various values of risk free...

Persistent link: https://www.econbiz.de/10009644656