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Efficient option risk measurem...
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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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2
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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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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8
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
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/10009956348
Saved in:
10
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/10009925447
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