Puneet Pasricha

Available identifiers

zbMath Open pasricha.puneetMaRDI QIDQ1696965

List of research outcomes

Publication	Date of Publication	Type
A closed-form pricing formula for catastrophe equity options	2022-11-22	Paper
A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY	2022-11-22	Paper
Pricing power exchange options with Hawkes jump diffusion processes	2021-06-09	Paper
Valuation of equity-indexed annuities under correlated jump-diffusion processes	2021-06-03	Paper
A note on the calculation of default probabilities in ``Structural credit risk modeling with Hawkes jump-diffusion processes	2020-08-28	Paper
A Markov modulated dynamic contagion process with application to credit risk	2019-06-28	Paper
Pricing vulnerable power exchange options in an intensity based framework	2019-06-20	Paper
Markov chain model with catastrophe to determine mean time to default of credit risky assets	2018-02-15	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Puneet Pasricha