Anubha Goel

Available identifiers

zbMath Open goel.anubhaMaRDI QIDQ1631416

List of research outcomes

Publication	Date of Publication	Type
Deviation measure in second‐order stochastic dominance with an application to enhanced indexing	2023-11-21	Paper
A closed-form pricing formula for catastrophe equity options	2022-11-22	Paper
A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY	2022-11-22	Paper
A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling	2022-07-06	Paper
Mixed value-at-risk and its numerical investigation	2022-05-16	Paper
Robust omega ratio optimization using regular vines	2021-08-19	Paper
Pricing power exchange options with Hawkes jump diffusion processes	2021-06-09	Paper
Pricing vulnerable power exchange options in an intensity based framework	2019-06-20	Paper
Robust optimization of mixed CVaR STARR ratio using copulas	2018-12-06	Paper
Index tracking and enhanced indexing using mixed conditional value-at-risk	2018-04-16	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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