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P

Puneet Pasricha

indian institute of technology ropar

9H指数
40论文数
280被引数
收录论文 10
发表时间
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Vulnerable options under a Hawkes jump-diffusion model with two-factor stochastic volatility
errInternational Review of Financial Analysis
IF9.8
err2026-01-20
err0
PREAI
errPuneet Pasricha; Xin-Jiang He
err分享
err收藏
Risk reduced sparse index tracking portfolio: A topological data analysis approach风险降低的稀疏指数跟踪投资组合：一种拓扑数据分析方法
errOmega
IF0
err2025-10-06
err0
errOAAI
errAnubha Goel; Puneet Pasricha; Juho Kanniainen
err分享
err收藏
Analytically pricing European options in dynamic markets: Incorporating liquidity variations and economic cycles
errECONOMIC MODELLING
IF4.7
err2024-10-01
err4
PREAI
errHe, Xin-Jiang; Pasricha, Puneet; Lin, Sha
err分享
err收藏
Exchange options with stochastic liquidity risk
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2023-08-01
err10
PREAI
errPasricha, Puneet; He, Xin-Jiang
err分享
err收藏
Skew-Brownian motion and pricing European exchange options
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2022-07-01
err7
PREAI
errPasricha, Puneet; He, Xin-Jiang
err分享
err收藏
A closed-form pricing formula for European options in an illiquid asset market
errFINANCIAL INNOVATION
IF7.2
err2022-04-02
err12
errOAAI
errPasricha, Puneet; Zhu, Song-Ping; He, Xin-Jiang
err分享
err收藏
A closed-form pricing formula for European options with market liquidity risk
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2022-03-01
err5
PREAI
errPasricha, Puneet; Zhu, Song-Ping; He, Xin-Jiang
err分享
err收藏
A Markov regenerative process with recurrence time and its application具有递归时间的Markov再生过程及其应用
errFINANCIAL INNOVATION
IF7.2
err2021-05-17
err1
errOAAI
errPasricha, Puneet; Selvamuthu, Dharmaraja
err分享
err收藏
Topological data analysis in investment decisions
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2020-06-01
err17
PREAI
errGoel, Anubha; Pasricha, Puneet; Mehra, Aparna
err分享
err收藏
Portfolio optimization of credit risky bonds: a semi-Markov process approach
errFINANCIAL INNOVATION
IF7.2
err2020-05-22
err9
errOAAI
errPasricha, Puneet; Selvamuthu, Dharmaraja; D'Amico, Guglielmo; Manca, Raimondo
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
S
Song‐Ping Zhu
H 指数: 35 · 论文数: 270
D
Dharmaraja Selvamuthu
H 指数: 23 · 论文数: 224
G
Guglielmo D’Amico
H 指数: 21 · 论文数: 211
X
Xin‐Jiang He
H 指数: 19 · 论文数: 102
J
Juho Kanniainen
H 指数: 19 · 论文数: 175
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