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1

Option Pricing with Transaction Costs and Stochastic Interest Rate

SenGupta, Indranil

Journal:

Applied Mathematical Finance

Year:

2014

Language:

english

File:

PDF, 223 KB

english, 2014

2

Investment portfolio formation via multicriteria decision aid: a Brazilian stock market study

Basilio, Marcio Pereira, de Freitas, Jéssica Galdino, Kämpffe, Milton George Fonseca, Bordeaux Rego, Ricardo, Huang, Zhimin, Sengupta, Indranil

Journal:

Journal of Modelling in Management

Year:

2018

Language:

english

File:

PDF, 546 KB

english, 2018

3

Numerical methods applied to option pricing models with transaction costs and stochastic volatility

Mariani, Maria C., SenGupta, Indranil, Sewell, Granville

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 455 KB

english, 2015

4

[IEEE 2017 IEEE 47th International Symposium on Multiple-Valued Logic (ISMVL) - Novi Sad, Serbia (2017.5.22-2017.5.24)] 2017 IEEE 47th International Symposium on Multiple-Valued Logic (ISMVL) - Exact Synthesis of Ternary Reversible Functions Using Ternary Toffoli Gates

Kole, Abhoy, Rani, P. Mercy Nesa, Datta, Kamalika, Sengupta, Indranil, Drechsler, Rolf

Year:

2017

Language:

english

File:

PDF, 219 KB

english, 2017

5

Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option

SenGupta, Indranil, Wilson, William, Nganje, William

Journal:

Mathematics and Financial Economics

Year:

2018

Language:

english

File:

PDF, 798 KB

english, 2018

6

Toward Fast Neural Computing using All-Photonic Phase Change Spiking Neurons

Chakraborty, Indranil, Saha, Gobinda, Sengupta, Abhronil, Roy, Kaushik

Journal:

Scientific Reports

Year:

2018

Language:

english

File:

PDF, 3.42 MB

english, 2018

7

Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing

Roberts, Michael, SenGupta, Indranil

Journal:

Annals of Finance

Year:

2019

File:

PDF, 776 KB

2019

8

Refinements of Barndorff-Nielsen and Shephard Model: An Analysis of Crude Oil Price with Machine Learning

SenGupta, Indranil, Nganje, William, Hanson, Erik

Journal:

Annals of Data Science

Year:

2020

File:

PDF, 1.66 MB

2020

9

A New Audio Watermarking Scheme Based on Singular Value Decomposition and Quantization

Vivekananda Bhat K, Indranil Sengupta, Abhijit Das

Journal:

Circuits, Systems, and Signal Processing

Year:

2011

Language:

english

File:

PDF, 342 KB

english, 2011

10

Numerical Solutions for Option Pricing Models Including Transaction Costs and Stochastic Volatility

Maria C. Mariani, Indranil SenGupta, Pavel Bezdek

Journal:

Acta Applicandae Mathematicae

Year:

2012

Language:

english

File:

PDF, 1.57 MB

english, 2012

11

An Integrated Approach to Testing Embedded Cores and Interconnects Using Test Access Mechanism (TAM) Switch

Subhayu Basu, Indranil Sengupta, Dipanwita Roy Chowdhury, Sudipta Bhawmik

Journal:

Journal of Electronic Testing

Year:

2002

Language:

english

File:

PDF, 167 KB

english, 2002

12

[IEEE 2014 International Conference on Communication Systems and Network Technologies (CSNT) - Bhopal, India (2014.04.7-2014.04.9)] 2014 Fourth International Conference on Communication Systems and Network Technologies - An Approach to Solve Tracking and Message Blocking Problems in RFID

Singh, Ajay Kant, Dhal, Subhaish, Sengupta, Indranil

Year:

2014

Language:

english

File:

PDF, 251 KB

english, 2014

13

[IEEE Design, Automation & Test in Europe Conference - Nice, France (2007.04.16-2007.04.20)] 2007 Design, Automation & Test in Europe Conference & Exhibition - An Area Optimized Reconfigurable Encryptor for AES-Rijndael

Alam, Monjur, Ray, Sonai, Mukhopadhayay, Debdeep, Ghosh, Santosh, RoyChowdhury, Dipanwita, Sengupta, Indranil

Year:

2007

Language:

english

File:

PDF, 140 KB

english, 2007

14

[IEEE 2009 IEEE Symposium on Computational Intelligence in Cyber Security (CICS) - Nashville, TN, USA (2009.03.30-2009.04.2)] 2009 IEEE Symposium on Computational Intelligence in Cyber Security - Enhancing file data security in linux operating system by integrating secure file system

Pal, Rajesh Kumar, Sengupta, Indranil

Year:

2009

Language:

english

File:

PDF, 673 KB

english, 2009

15

Nonlinear problems modeling stochastic volatility and transaction costs

Mariani, Maria C., SenGupta, Indranil

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 184 KB

english, 2012

16

Construction of RSBFs with improved cryptographic properties to resist differential fault attack on grain family of stream ciphers

Mazumdar, Bodhisatwa, Mukhopadhyay, Debdeep, Sengupta, Indranil

Journal:

Cryptography and Communications

Year:

2015

Language:

english

File:

PDF, 1.34 MB

english, 2015

17

GENERALIZED BN–S STOCHASTIC VOLATILITY MODEL FOR OPTION PRICING

SENGUPTA, INDRANIL

Journal:

International Journal of Theoretical and Applied Finance

Year:

2016

Language:

english

File:

PDF, 405 KB

english, 2016

18

Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets

Habtemicael, Semere, SenGupta, Indranil

Journal:

International Journal of Financial Engineering

Year:

2016

Language:

english

File:

PDF, 528 KB

english, 2016

19

Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index

Issaka, Aziz, SenGupta, Indranil

Journal:

Annals of Finance

Year:

2017

Language:

english

File:

PDF, 710 KB

english, 2017

20

A Scalable In-Memory Logic Synthesis Approach Using Memristor Crossbar

Gharpinde, Rahul, Thangkhiew, Phrangboklang Lynton, Datta, Kamalika, Sengupta, Indranil

Journal:

IEEE Transactions on Very Large Scale Integration (VLSI) Systems

Year:

2018

Language:

english

File:

PDF, 4.32 MB

english, 2018

21

Site-specific antibacterial efficacy and cyto/hemo-compatibility of zinc substituted hydroxyapatite

Bhattacharjee, Arjak, Gupta, Anshul, Verma, Madhu, Murugan, Prem Anand, Sengupta, Pradyut, Matheshwaran, Saravanan, Manna, Indranil, Balani, Kantesh

Journal:

Ceramics International

Year:

2019

Language:

english

File:

PDF, 11.84 MB

english, 2019

22

Antibacterial and magnetic response of site-specific cobalt incorporated hydroxyapatite

Bhattacharjee, Arjak, Gupta, Anshul, Verma, Madhu, Anand, Murugan Prem, Sengupta, Pradyut, Saravanan, Matheshwaran, Manna, Indranil, Balani, Kantesh

Journal:

Ceramics International

Year:

2020

Language:

english

File:

PDF, 3.35 MB

english, 2020

23

Improved Mapping of Quantum Circuits to IBM QX Architectures

Kole, Abhoy, Hillmich, Stefan, Datta, Kamalika, Wille, Robert, Sengupta, Indranil

Journal:

IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems

Year:

2019

File:

PDF, 3.46 MB

2019

24

Effect of TiC addition on structure and properties of spark plasma sintered ZrB2âSiCâTiC ultrahigh temperature ceramic composite

Sengupta, Pradyut, Sahoo, Siba Sundar, Bhattacherjee, Arjak, Basu, Suddhasatwa, Manna, Indranil

Journal:

Journal of Alloys and Compounds

Year:

2020

File:

PDF, 5.65 MB

2020

25

Crystalline morphology of PLA/clay nanocomposite films and its correlation with other properties

Kunal Das, Dipa Ray, Indranil Banerjee, N. R. Bandyopadhyay, Suparna Sengupta, Amar K. Mohanty, Manjusri Misra

Journal:

Journal of Applied Polymer Science

Year:

2010

Language:

english

File:

PDF, 1.53 MB

english, 2010

26

New Rhenium(I) and Rhenium(II) Species Assembled by Stereospecific Azopyridine Chelation

Suman Sengupta, Indranil Chakraborty, Animesh Chakravorty

Journal:

European Journal of Inorganic Chemistry

Year:

2003

Language:

english

File:

PDF, 103 KB

english, 2003

27

An adaptive audio watermarking based on the singular value decomposition in the wavelet domain

Vivekananda Bhat K, Indranil Sengupta, Abhijit Das

Journal:

Digital Signal Processing

Year:

2010

Language:

english

File:

PDF, 302 KB

english, 2010

28

Differential operator related to the generalized superradiance integral equation

Indranil SenGupta

Journal:

Journal of Mathematical Analysis and Applications

Year:

2010

Language:

english

File:

PDF, 214 KB

english, 2010

29

Spectral analysis for a three-dimensional superradiance problem

Indranil SenGupta

Journal:

Journal of Mathematical Analysis and Applications

Year:

2011

Language:

english

File:

PDF, 236 KB

english, 2011

30

Dual and multiple token based approaches for load balancing

Parag Kulkarni, Indranil SenGupta

Journal:

Journal of Systems Architecture

Year:

2005

Language:

english

File:

PDF, 383 KB

english, 2005

31

Theory and application of non-group cellular automata for message authentication

Prabir Dasgupta, Santanu Chattopadhyay, Indranil Sengupta

Journal:

Journal of Systems Architecture

Year:

2001

Language:

english

File:

PDF, 228 KB

english, 2001

32

A triad of rhenium-mediated transformations

Jaydip Gangopadhyay, Samir Das, Suman Sengupta, Indranil Chakraborty, Animesh Chakravorty

Journal:

Journal of Chemical Sciences

Year:

2003

Language:

english

File:

PDF, 75 KB

english, 2003

33

Concentration Problems for Bandpass Filters in Communication Theory over Disjoint Frequency Intervals and Numerical Solutions

Indranil SenGupta, Bo Sun, Weisheng Jiang, Goong Chen, Maria C. Mariani

Journal:

Journal of Fourier Analysis and Applications

Year:

2012

Language:

english

File:

PDF, 615 KB

english, 2012

34

Solutions to Integro-differential Problems Arising on Pricing Options in a Lévy Market

Indranil SenGupta, Maria C. Mariani, Pablo Amster

Journal:

Acta Applicandae Mathematicae

Year:

2012

Language:

english

File:

PDF, 491 KB

english, 2012

35

An audio watermarking scheme using singular value decomposition and dither-modulation quantization

Vivekananda Bhat K, Indranil Sengupta, Abhijit Das

Journal:

Multimedia Tools and Applications

Year:

2011

Language:

english

File:

PDF, 483 KB

english, 2011

36

Traffic grooming, routing, and wavelength assignment in an optical WDM mesh networks based on clique partitioning

Tanmay De, Ajit Pal, Indranil Sengupta

Journal:

Photonic Network Communications

Year:

2010

Language:

english

File:

PDF, 635 KB

english, 2010

37

Fourth branchial pouch sinus — an unusually late initial presentation

Indranil Pal, Subhabrata Sengupta, R. Balakrishnan, Amlan Gupta

Journal:

Indian Journal of Otolaryngology and Head & Neck Surgery (Springer)

Year:

2009

Language:

english

File:

PDF, 611 KB

english, 2009

38

An attempt to define the type of biopsy in a sinonasal lesion showing bony erosion

Indranil Pal, Amlan Gupta, Subhabrata Sengupta

Journal:

Indian Journal of Otolaryngology and Head & Neck Surgery (Springer)

Year:

2010

Language:

english

File:

PDF, 233 KB

english, 2010

39

Persistent Deciduous Molar as an Etiology for a Maxillary Sinus Mucocele

Isha Preet Tuli, Indranil Pal, Suvamoy Chakraborty, Subhabrata Sengupta

Journal:

Indian Journal of Otolaryngology and Head & Neck Surgery (Springer)

Year:

2011

Language:

english

File:

PDF, 182 KB

english, 2011

40

Benign Calcified Thyroid Cyst With Skin Sinus Formation

Indranil Pal, Subhabrata Sengupta, Balakrishnan Ramaswamy, Somnath Saha

Journal:

The Laryngoscope

Year:

2008

Language:

english

File:

PDF, 447 KB

english, 2008

41

Secured hierarchical secret sharing using ECC based signcryption

Atanu Basu, Indranil Sengupta, Jamuna Kanta Sing

Journal:

Security and Communication Networks

Year:

2012

Language:

english

File:

PDF, 424 KB

english, 2012

42

Spherical Harmonics Applied to Differential and Integro-Differential Equations Arising in Mathematical Finance

SenGupta, Indranil, Mariani, Maria C.

Journal:

Differential Equations and Dynamical Systems

Year:

2012

Language:

english

File:

PDF, 222 KB

english, 2012

43

Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market

Maria C. Mariani, Indranil SenGupta, Marc Salas

Journal:

Journal of Mathematical Analysis and Applications

Year:

2012

Language:

english

File:

PDF, 206 KB

english, 2012

44

Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market

Maria C. Mariani, Indranil SenGupta

Journal:

Nonlinear Analysis: Real World Applications

Year:

2011

Language:

english

File:

PDF, 265 KB

english, 2011

45

Spectral analysis and generation of certain highly oscillatory curves related to chaos

Goong Chen, Maria Christina Mariani, Indranil SenGupta, Nicholas Mai

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2012

Language:

english

File:

PDF, 1.32 MB

english, 2012

46

Association of viral load with HPV16 positive cervical cancer pathogenesis: Causal relevance in isolates harboring intact viral E2 gene

Damayanti Das, Bornali Bhattacharjee, Shrinka Sen, Indranil Mukhopadhyay, Sharmila Sengupta

Journal:

Year:

2010

Language:

english

File:

PDF, 297 KB

english, 2010

47

Design of a high performance Binary Edwards Curve based processor secured against side channel analysis

Ayantika Chatterjee, Indranil Sengupta

Journal:

Integration, the VLSI Journal

Year:

2012

Language:

english

File:

PDF, 1.12 MB

english, 2012

48

[ACM Press the 21st edition of the great lakes symposium - Lausanne, Switzerland (2011.05.02-2011.05.04)] Proceedings of the 21st edition of the great lakes symposium on Great lakes symposium on VLSI - GLSVLSI '11 - FPGA implementation of binary edwards curve usingternary representation

Chatterjee, Ayantika, Sengupta, Indranil

Year:

2011

Language:

english

File:

PDF, 606 KB

english, 2011

49

Spherical harmonics approach to parabolic partial differential equations

Indranil SenGupta, Maria C. Mariani

Journal:

Analysis and Mathematical Physics

Year:

2012

Language:

english

File:

PDF, 180 KB

english, 2012

50

A New Authentication Protocol for Multi-tag RFID Applicable to Passive Tag

Subhasish Dhal, Indranil Sengupta

Journal:

Procedia Technology

Year:

2012

Language:

english

File:

PDF, 231 KB

english, 2012

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