Yutheeka Gadhyan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Option price sensitivity to errors in stochastic dynamics modeling
Proceedings of the 2009 SIAM Conference on “Mathematics for Industry”
2021-08-04Paper
Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE
Journal of Statistical Physics
2015-06-29Paper
Real-time market microstructure analysis: online transaction cost analysis
Quantitative Finance
2015-04-08Paper
Accurate parameter estimation for coupled stochastic dynamics
Discrete and Continuous Dynamical Systems
2010-04-12Paper


Research outcomes over time


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