Indranil SenGupta

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16 Publications

Publication								Year
ANALYSIS OF OPTIMAL PORTFOLIO ON FINITE AND SMALL-TIME HORIZONS FOR A STOCHASTIC VOLATILITY MODEL WITH MULTIPLE CORRELATED ASSETS Authors : MINGLIAN LIN , INDRANIL SENGUPTA Journal : International Journal of Theoretical and Applied Finance Journal Reference count : 15 Volume : 27								2024
Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model Authors : Minglian Lin , Indranil SenGupta Journal : SIAM Journal on Financial Mathematics Journal Reference count : 20 Volume : 12 Pages : 1596-1624								2021
Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging Authors : Nicholas Salmon , Indranil SenGupta Journal : Annals of Finance Journal Reference count : 35 Volume : 17 Pages : 529-558								2021
Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection Authors : Michael Roberts , Indranil SenGupta Journal : Applied Mathematical Finance Journal Reference count : 25 Volume : 27 Pages : 374-395								2020
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing Authors : Michael Roberts , Indranil SenGupta Journal : Annals of Finance Journal Reference count : 22 Volume : 16 Pages : 121-139								2019
A new analysis ofVIXusing mixture of regressions: Examination and short‐term forecasting for the S & P 500 market Authors : Tatjana Miljkovic , Indranil SenGupta Journal : High Frequency Journal Reference count : 28 Volume : 1 Pages : 53-65								2018
Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index Authors : Aziz Issaka , Indranil SenGupta Journal : Annals of Finance Journal Reference count : 34 Volume : 13 Pages : 401-434								2017
GENERALIZED BN–S STOCHASTIC VOLATILITY MODEL FOR OPTION PRICING Authors : INDRANIL SENGUPTA Journal : International Journal of Theoretical and Applied Finance Journal Reference count : 33 Volume : 19 Pages : 1650014								2016
Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets Authors : Aziz Issaka , Indranil SenGupta Journal : Journal of Applied Mathematics and Computing Journal Reference count : 19 Volume : 54 Pages : 159-182								2016
Volatility, Variance and Covariance Swaps for BN-S Type Levy Process Driven Financial Markets Authors : Semere Habtemicael , Indranil SenGupta Journal : SSRN Electronic Journal Journal Reference count : 30								2015
Option Pricing with Transaction Costs and Stochastic Interest Rate Authors : Indranil SenGupta Journal : Applied Mathematical Finance Journal Reference count : 22 Volume : 21 Pages : 399-416								2014
Ornstein–Uhlenbeck processes for geophysical data analysis Authors : Semere Habtemicael , Indranil SenGupta Journal : Physica A: Statistical Mechanics and its Applications Journal Reference count : 32 Volume : 399 Pages : 147-156								2014
Spectral analysis for a three-dimensional superradiance problem Authors : Indranil SenGupta Journal : Journal of Mathematical Analysis and Applications Journal Reference count : 27 Volume : 375 Pages : 762-776								2011
Differential operator related to the generalized superradiance integral equation Authors : Indranil SenGupta Journal : Journal of Mathematical Analysis and Applications Journal Reference count : 16 Volume : 369 Pages : 101-111								2010
Dual and multiple token based approaches for load balancing Authors : Parag Kulkarni , Indranil SenGupta Journal : Journal of Systems Architecture Journal Reference count : 42 Volume : 51 Pages : 95-110								2005
A genetic algorithm approach to high-level synthesis of digital circuits Authors : INDRANIL SENGUPTA , NEERAJ BHATIA Journal : International Journal of Systems Science Journal Reference count : 8 Volume : 28 Pages : 517-522								1997

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Indranil sengupta

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Indranil sengupta

16 Publications

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