K. Das

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
Strategic experimentation with asymmetric safe options Economics Letters	2024-08-28	Paper
Do stronger patents lead to faster innovation? The effect of clustered search International Economic Review	2024-07-15	Paper
Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility Stochastics	2022-08-03	Paper
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion Stochastic Analysis and Applications	2022-01-31	Paper
On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula	2021-06-28	Paper
Three-dimensional analytical discrete-ordinates method for the radiative transport equation	2021-05-26	Paper
Learning versus habit formation: optimal timing of lockdown for disease containment Journal of Mathematical Economics	2021-03-11	Paper
Strategic experimentation with asymmetric players Economic Theory	2021-03-03	Paper
Bilateral trading with incomplete information and price convergence in a small market: the continuous support case Economics Letters	2018-10-05	Paper
Bilateral trading and incomplete information: price convergence in a small market Games and Economic Behavior	2017-12-05	Paper
Decentralised bilateral trading, competition for bargaining partners and the ``law of one price International Journal of Game Theory	2015-11-17	Paper
Influence of slip condition and heat transfer on MHD pulsatile flow of third order fluid in an asymmetric channel Afrika Matematika	2014-11-05	Paper
On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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