Browsing by Subject Option pricing
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
| Jul-2016 | A system of non-local parabolic PDE and application to option pricing | GOSWAMI, ANINDYA; Patel, Jeeten; Shevgaonkar, Poorva; Dept. of Mathematics |
| Jul-2018 | Option pricing in a regime switching stochastic volatility model | Biswas, Arunangshu; GOSWAMI, ANINDYA; Overbeck, Ludger; Dept. of Mathematics |
| 2021 | Data-driven option pricing using single and multi-asset supervised learning | GOSWAMI, ANINDYA; Rajani, Sharan; TANKSALE, ATHARVA; Dept. of Mathematics |
| Oct-2025 | A market resilient data-driven approach to option pricing | GOSWAMI, ANINDYA; Rana, Nimit; Dept. of Mathematics |
