Sovan Mitra

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!

Publication	Date of Publication	Type
Optimal feedback control of stock prices under credit risk dynamics Annals of Operations Research	2022-07-05	Paper
Keynesian resurgence: financial stimulus and contingent claims modelling International Journal of Mathematics in Operational Research	2021-11-17	Paper
Health care investment: the case of multiple sources of risk Asia-Pacific Financial Markets	2020-12-15	Paper
Downside risk measurement in regime switching stochastic volatility Journal of Computational and Applied Mathematics	2020-05-11	Paper
Asset prices and changes in risk within a bivariate model Asia-Pacific Financial Markets	2019-03-26	Paper
Firm value and the impact of operational management Asia-Pacific Financial Markets	2019-03-26	Paper
Mathematical properties of American chooser options International Journal of Theoretical and Applied Finance	2019-01-10	Paper
Modelling and trading the English and German stock markets with novelty optimization techniques Journal of Forecasting	2018-10-12	Paper
Efficient option risk measurement with reduced model risk Insurance Mathematics \& Economics	2017-01-31	Paper
Operational risk: emerging markets, sectors and measurement European Journal of Operational Research	2016-06-23	Paper
Pricing and risk management of interest rate swaps European Journal of Operational Research	2016-03-15	Paper
A review of scenario generation methods International Journal of Computing Science and Mathematics	2011-02-04	Paper
Optimisation of stochastic programming by hidden Markov modelling based scenario generation International Journal of Mathematics in Operational Research	2010-09-08	Paper
Regime switching volatility calibration by the Baum-Welch method Journal of Computational and Applied Mathematics	2010-08-27	Paper

Research outcomes over time

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