팔로우
Indranil SenGupta
Indranil SenGupta
fiu.edu의 이메일 확인됨 - 홈페이지
제목
인용
인용
연도
Some properties of the Mittag-Leffler functions
IS Gupta, L Debnath
Integral Transforms and Special Functions 18 (5), 329-336, 2007
612007
Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index
A Issaka, I SenGupta
Annals of Finance 13, 401-434, 2017
522017
Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets
S Habtemicael, I SenGupta
International Journal of Financial Engineering 3 (04), 1650027, 2016
402016
Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning
I SenGupta, W Nganje, E Hanson
Annals of Data Science 8, 39-55, 2021
352021
Generalized BN–S stochastic volatility model for option pricing
I SenGupta
International Journal of Theoretical and Applied Finance 19 (02), 1650014, 2016
352016
Analysis of Strategic Market Management in Light of Stochastic Processes, Recurrence Relation, Abelian Group and Expectation
P Chakrabarti, T Chakrabarti, S Bane, B Satpathy, I SenGupta, JA Ware
Advances in Artificial Intelligence and Data Engineering: Select Proceedings …, 2021
332021
Detecting market crashes by analysing long-memory effects using high-frequency data
E Barany, MPB Varela, I Florescu, I Sengupta
Quantitative Finance 12 (4), 623-634, 2012
282012
Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option
I SenGupta, W Wilson, W Nganje
Mathematics and Financial Economics 13, 209-226, 2019
262019
Option Pricing with Transaction Costs and Stochastic Interest Rate
I SenGupta
Applied Mathematical Finance 21 (5), 399-416, 2014
262014
Ornstein–Uhlenbeck processes for geophysical data analysis
S Habtemicael, I SenGupta
Physica A: Statistical Mechanics and its Applications 399, 147-156, 2014
252014
Pricing covariance swaps for Barndorff–Nielsen and Shephard process driven financial markets
S Habtemicael, I Sengupta
Annals of Financial Economics 11 (03), 1650012, 2016
242016
Lévy models and scale invariance properties applied to Geophysics
MC Mariani, I Florescu, I Sengupta, MPB Varela, P Bezdek, L Serpa
Physica A: Statistical Mechanics and its Applications 392 (4), 824-839, 2013
242013
Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging
N Salmon, I SenGupta
Annals of Finance 17, 529–558, 2021
232021
Oops!
SQ Links
23
Numerical solutions for option pricing models including transaction costs and stochastic volatility
MC Mariani, I SenGupta, P Bezdek
Acta applicandae mathematicae 118, 203-220, 2012
222012
Sequential hypothesis testing in machine learning, and crude oil price jump size detection
M Roberts, I SenGupta
Applied Mathematical Finance 27 (5), 374-395, 2020
192020
Concentration problems for bandpass filters in communication theory over disjoint frequency intervals and numerical solutions
I SenGupta, B Sun, W Jiang, G Chen, MC Mariani
Journal of Fourier Analysis and Applications 18, 182-210, 2012
192012
Differential operator related to the generalized superradiance integral equation
I SenGupta
Journal of Mathematical Analysis and Applications 369 (1), 101-111, 2010
192010
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model
M Lin, I SenGupta
SIAM Journal on Financial Mathematics 12 (4), 1596–1624, 2021
182021
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
M Roberts, I SenGupta
Annals of Finance 16 (1), 121-139, 2020
182020
현재 시스템이 작동되지 않습니다. 나중에 다시 시도해 주세요.
학술자료 1–20