Sovan Mitra

Available identifiers

Publication	Date of Publication	Type
Optimal feedback control of stock prices under credit risk dynamics	2022-07-05	Paper
Keynesian resurgence: financial stimulus and contingent claims modelling	2021-11-17	Paper
Health care investment: the case of multiple sources of risk	2020-12-15	Paper
Downside risk measurement in regime switching stochastic volatility	2020-05-11	Paper
Asset prices and changes in risk within a bivariate model	2019-03-26	Paper
Firm value and the impact of operational management	2019-03-26	Paper
MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS	2019-01-10	Paper
Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques	2018-10-12	Paper
Efficient option risk measurement with reduced model risk	2017-01-31	Paper
Operational risk: emerging markets, sectors and measurement	2016-06-23	Paper
Pricing and risk management of interest rate swaps	2016-03-15	Paper
A review of scenario generation methods	2011-02-04	Paper
Optimisation of stochastic programming by hidden Markov modelling based scenario generation	2010-09-08	Paper
Regime switching volatility calibration by the Baum-Welch method	2010-08-27	Paper

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