The following pages link to Sanjiv Ranjan Das (Q591356):
Displaying 15 items.
- (Q315604) (redirect page) (← links)
- Options and structured products in behavioral portfolios (Q315606) (← links)
- Exact solutions for bond and option prices with systematic jump risk (Q375236) (← links)
- Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
- Implied recovery (Q1032681) (← links)
- A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
- A theory of optimal timing and selectivity (Q1292224) (← links)
- Local volatility and the recovery rate of credit default swaps (Q1657603) (← links)
- The surprise element: Jumps in interest rates. (Q1858907) (← links)
- Dynamic portfolio allocation in goals-based wealth management (Q2033705) (← links)
- Are markets truly efficient? Experiments using deep learning algorithms for market movement prediction (Q2633259) (← links)
- An Integrated Model for Hybrid Securities (Q3116139) (← links)
- A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives (Q3116718) (← links)
- (Q5226713) (← links)
- A simple approach for pricing equity options with Markov switching state variables (Q5484634) (← links)
