Puneet Pasricha

According to our database, Puneet Pasricha authored at least 9 papers between 2019 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Sparse Portfolio Selection via Topological Data Analysis based Clustering.

Anubha Goel, Damir Filipovic, Puneet Pasricha

CoRR, 2024

2023

Exchange options with stochastic liquidity risk.

Puneet Pasricha, Xin-Jiang He

Expert Syst. Appl., August, 2023

Sparse Index Tracking via Topological Learning.

Anubha Goel, Puneet Pasricha, Juho Kanniainen

CoRR, 2023

2022

A closed-form pricing formula for European options with market liquidity risk.

Puneet Pasricha, Song-Ping Zhu, Xin-Jiang He

Expert Syst. Appl., 2022

Empirical Asset Pricing via Ensemble Gaussian Process Regression.

Damir Filipovic, Puneet Pasricha

CoRR, 2022

2021

Valuation of equity-indexed annuities under correlated jump-diffusion processes.

Nitu Sharma, Puneet Pasricha, Selvamuthu Dharmaraja

J. Comput. Appl. Math., 2021

A note on the calculation of default probabilities in "Structural credit risk modeling with Hawkes jump-diffusion processes".

Puneet Pasricha, Xiaoping Lu, Song-Ping Zhu

J. Comput. Appl. Math., 2021

2020

Topological data analysis in investment decisions.

Anubha Goel, Puneet Pasricha, Aparna Mehra

Expert Syst. Appl., 2020

2019

Pricing vulnerable power exchange options in an intensity based framework.

Puneet Pasricha, Anubha Goel

J. Comput. Appl. Math., 2019