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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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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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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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Asset prices and changes in risk within a bivariate model
Jokung Nguena, Octave; Mitra, Sovan - In: Asia-Pacific financial markets 26 (2019) 1, pp. 47-60
Persistent link: https://www.econbiz.de/10012308006
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An analysis of dollar cost averaging and market timing investment strategies
Kirkby, J. Lars; Mitra, Sovan; Nguyen, Duy - In: European journal of operational research : EJOR 286 (2020) 3, pp. 1168-1186
Persistent link: https://www.econbiz.de/10012291635
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Stock-ADR arbitrage : microstructure risk
Mitra, Sovan; Chinthalapati, V. L. Raju; Clark, Ephraim; … - In: Journal of international financial markets, … 63 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012263282
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Optimal feedback control of stock prices under credit risk dynamics
Shao, Jinghai; Mitra, Sovan; Karathanasopoulos, Andreas - In: Risk management decisions and value under uncertainty, (pp. 1285-1318). 2022
Persistent link: https://www.econbiz.de/10013342116