Sudip Ratan Chandra

From MaRDI portal



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!

PublicationDate of PublicationType
Barrier option under Lévy model: a PIDE and Mellin transform approach
Mathematics
2016-04-20Paper
PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options
Stochastic Analysis and Applications
2015-10-23Paper


Research outcomes over time


This page was built for person: Sudip Ratan Chandra