Pricing vulnerable power exchange options in an intensity based framework. - Puneet Pasricha; Anubha Goel (J. Comput. Appl. Math., 2019)

Topological data analysis in investment decisions. - Anubha Goel; Puneet Pasricha; Aparna Mehra (Expert Syst. Appl., 2020)

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)

Valuation of equity-indexed annuities under correlated jump-diffusion processes. - Nitu Sharma; Puneet Pasricha; Selvamuthu Dharmaraja (J. Comput. Appl. Math., 2021)

Empirical Asset Pricing via Ensemble Gaussian Process Regression. - Damir Filipovic; Puneet Pasricha (CoRR, 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)

Sparse Index Tracking via Topological Learning. - Anubha Goel; Puneet Pasricha; Juho Kanniainen (CoRR, 2023)

Exchange options with stochastic liquidity risk. - Puneet Pasricha; Xin-Jiang He (Expert Syst. Appl., 2023)

Sparse Portfolio Selection via Topological Data Analysis based Clustering. - Anubha Goel; Damir Filipovic; Puneet Pasricha (CoRR, 2024)

Time-Series Foundation Model for Value-at-Risk. - Anubha Goel; Puneet Pasricha; Juho Kanniainen (CoRR, 2024)

European option pricing in regime switching framework via physics-informed residual learning. - Naman Krishna Pande; Puneet Pasricha; Arun Kumar; Arvind Kumar Gupta (Expert Syst. Appl., 2025)