Puneet Pasricha

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2025 J jnl
European option pricing in regime switching framework via physics-informed residual learning.
Expert Syst. Appl.
Naman Krishna Pande, Puneet Pasricha, Arun Kumar, Arvind Kumar Gupta
2024 J jnl
Sparse Portfolio Selection via Topological Data Analysis based Clustering.
CoRR
Anubha Goel, Damir Filipovic, Puneet Pasricha
2024 J jnl
Time-Series Foundation Model for Value-at-Risk.
CoRR
Anubha Goel, Puneet Pasricha, Juho Kanniainen
2023 J jnl
Exchange options with stochastic liquidity risk.
Expert Syst. Appl.
Puneet Pasricha, Xin-Jiang He
2023 J jnl
Sparse Index Tracking via Topological Learning.
CoRR
Anubha Goel, Puneet Pasricha, Juho Kanniainen
2022 J jnl
A closed-form pricing formula for European options with market liquidity risk.
Expert Syst. Appl.
Puneet Pasricha, Song-Ping Zhu, Xin-Jiang He
2022 J jnl
Empirical Asset Pricing via Ensemble Gaussian Process Regression.
CoRR
Damir Filipovic, Puneet Pasricha
2021 J jnl
A note on the calculation of default probabilities in "Structural credit risk modeling with Hawkes jump-diffusion processes".
J. Comput. Appl. Math.
Puneet Pasricha, Xiaoping Lu, Song-Ping Zhu
2021 J jnl
Valuation of equity-indexed annuities under correlated jump-diffusion processes.
J. Comput. Appl. Math.
Nitu Sharma, Puneet Pasricha, Dharmaraja Selvamuthu
2020 J jnl
Topological data analysis in investment decisions.
Expert Syst. Appl.
Anubha Goel, Puneet Pasricha, Aparna Mehra
2019 J jnl
Pricing vulnerable power exchange options in an intensity based framework.
J. Comput. Appl. Math.
Puneet Pasricha, Anubha Goel