The following pages link to Indranil SenGupta (Q411466):
Displayed 22 items.
- Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468) (← links)
- Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
- Two-point boundary value problems for a class of second-order ordinary differential equations (Q417270) (← links)
- Concentration problems for bandpass filters in communication theory over disjoint frequency intervals and numerical solutions (Q421210) (← links)
- Spectral analysis for a three-dimensional superradiance problem (Q615944) (← links)
- Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552) (← links)
- Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712) (← links)
- (Q691356) (redirect page) (← links)
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
- Differential operator related to the generalized superradiance integral equation (Q982571) (← links)
- Spherical harmonics approach to parabolic partial differential equations (Q1926663) (← links)
- Superradiance problem in a 3D annular domain (Q2257953) (← links)
- GENERALIZED BN–S STOCHASTIC VOLATILITY MODEL FOR OPTION PRICING (Q2800056) (← links)
- Detecting market crashes by analysing long-memory effects using high-frequency data (Q2873035) (← links)
- Nonlinear problems modeling stochastic volatility and transaction costs (Q2873038) (← links)
- (Q2877652) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
- (Q5247713) (← links)
- (Q5390091) (← links)
- First exit-time analysis for an approximate Barndorff-Nielsen and Shephard model with stationary self-decomposable variance process (Q6342764) (← links)
- Some asymptotics for short maturity Asian options (Q6426097) (← links)