K. Das

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Person:891337

Available identifiers

zbMath Open das.kaustavMaRDI QIDQ891337

List of research outcomes





PublicationDate of PublicationType
Strategic experimentation with asymmetric safe options2024-08-28Paper
Do stronger patents lead to faster innovation? The effect of clustered search2024-07-15Paper
Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility2022-08-03Paper
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion2022-01-31Paper
On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula2021-06-28Paper
Three-dimensional analytical discrete-ordinates method for the radiative transport equation2021-05-26Paper
Learning versus habit formation: optimal timing of lockdown for disease containment2021-03-11Paper
Strategic experimentation with asymmetric players2021-03-03Paper
Bilateral trading with incomplete information and price convergence in a small market: the continuous support case2018-10-05Paper
Bilateral trading and incomplete information: price convergence in a small market2017-12-05Paper
Decentralised bilateral trading, competition for bargaining partners and the ``law of one price2015-11-17Paper
Influence of slip condition and heat transfer on MHD pulsatile flow of third order fluid in an asymmetric channel2014-11-05Paper
On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processesN/APaper

Research outcomes over time

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