Sovan Mitra

13 papers Journal 12Unranked 1
YearRankTypeTitle / Venue / Authors
2022 J jnl
Optimal feedback control of stock prices under credit risk dynamics.
Ann. Oper. Res.
Jinghai Shao, Sovan Mitra, Andreas S. Karathanasopoulos
2020 J jnl
An analysis of dollar cost averaging and market timing investment strategies.
Eur. J. Oper. Res.
Justin Lars Kirkby, Sovan Mitra, Duy Nguyen
2020 J jnl
Downside risk measurement in regime switching stochastic volatility.
J. Comput. Appl. Math.
Sovan Mitra
2020 J jnl
FinTech revolution: the impact of management information systems upon relative firm value and risk.
J. Bank. Financial Technol.
Sovan Mitra, Andreas S. Karathanasopoulos
2020 J jnl
Keynesian resurgence: financial stimulus and contingent claims modelling.
Int. J. Math. Oper. Res.
Ephraim Clark, Sovan Mitra, Octave Jokung
2015 J jnl
Operational risk: Emerging markets, sectors and measurement.
Eur. J. Oper. Res.
Sovan Mitra, Andreas S. Karathanasopoulos, Georgios Sermpinis, Christian L. Dunis, John Hood
2014 — conf
Integrating High Volume Financial Datasets to Achieve Profitable and Interpretable Short Term Trading with the FTSE100 Index.
AIAI (Workshops)
Thomas Amorgianiotis, Konstantinos A. Theofilatos, Sovan Mitra, Efstratios F. Georgopoulos, Spiros Likothanassis
2013 J jnl
Pricing and risk management of interest rate swaps.
Eur. J. Oper. Res.
Sovan Mitra, Paresh Date, Rogemar S. Mamon, Chieh Wang
2013 J jnl
Scenario Generation for Operational Risk.
Intell. Syst. Account. Finance Manag.
Sovan Mitra
2010 J jnl
A review of scenario generation methods.
Int. J. Comput. Sci. Math.
Sovan Mitra, Nico Di Domenica
2010 J jnl
Multifactor option pricing: pricing bounds and option relations.
Int. J. Appl. Decis. Sci.
Sovan Mitra
2010 J jnl
Optimisation of stochastic programming by hidden Markov modelling based scenario generation.
Int. J. Math. Oper. Res.
Sovan Mitra, Tong Ji
2010 J jnl
Regime switching volatility calibration by the Baum-Welch method.
J. Comput. Appl. Math.
Sovan Mitra, Paresh Date