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Operational risk of option hed...
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Mitra, Sovan
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Energy-based assets : modelling, option pricing and delta hedging with transaction costs
Mitra, Sovan
- In:
International journal of sustainable economy
3
(
2011
)
1
,
pp. 20-43
Persistent link: https://www.econbiz.de/10008825411
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The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
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3
Scenario generation for operational risk
Mitra, Sovan
- In:
Intelligent systems in accounting finance and …
20
(
2013
)
3
,
pp. 163-187
Persistent link: https://www.econbiz.de/10010196986
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4
Hidden Markov models : financial modelling and applications
Mitra, Sovan
- In:
Computational intelligence techniques for trading and …
,
(pp. 43-65)
.
2014
Persistent link: https://www.econbiz.de/10010341930
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5
A review of volatility and option pricing
Mitra, Sovan
- In:
International journal of financial markets and derivatives
2
(
2011
)
3
,
pp. 149-179
Persistent link: https://www.econbiz.de/10009389639
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6
A real options approach to measuring freedom in Sen's capabilities approach
Mitra, Sovan
- In:
International journal of sustainable economy : IJSE
14
(
2022
)
1
,
pp. 98-110
Persistent link: https://www.econbiz.de/10012800975
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7
Operational risk of option hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
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Political risk modelling and measurement from stochastic volatility models
Mitra, Sovan
- In:
International journal of sustainable economy
11
(
2019
)
2
,
pp. 184-218
Persistent link: https://www.econbiz.de/10012050864
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9
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
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10
Pricing and risk management of interest rate swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
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