Sovan Mitra

According to our database, Sovan Mitra authored at least 13 papers between 2010 and 2022.

Collaborative distances:

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

2022

Optimal feedback control of stock prices under credit risk dynamics.

Jinghai Shao, Sovan Mitra, Andreas S. Karathanasopoulos

Ann. Oper. Res., 2022

2020

Downside risk measurement in regime switching stochastic volatility.

Sovan Mitra

J. Comput. Appl. Math., 2020

FinTech revolution: the impact of management information systems upon relative firm value and risk.

Sovan Mitra, Andreas S. Karathanasopoulos

J. Bank. Financial Technol., 2020

Keynesian resurgence: financial stimulus and contingent claims modelling.

Ephraim Clark, Sovan Mitra, Octave Jokung

Int. J. Math. Oper. Res., 2020

An analysis of dollar cost averaging and market timing investment strategies.

Justin Lars Kirkby, Sovan Mitra, Duy Nguyen

Eur. J. Oper. Res., 2020

2015

Operational risk: Emerging markets, sectors and measurement.

Sovan Mitra, Andreas S. Karathanasopoulos, Georgios Sermpinis, Christian L. Dunis, John Hood

Eur. J. Oper. Res., 2015

2014

Integrating High Volume Financial Datasets to Achieve Profitable and Interpretable Short Term Trading with the FTSE100 Index.

Thomas Amorgianiotis, Konstantinos A. Theofilatos, Sovan Mitra, Efstratios F. Georgopoulos, Spiros Likothanassis

Proceedings of the Artificial Intelligence Applications and Innovations, 2014

2013

Scenario Generation for Operational Risk.

Sovan Mitra

Intell. Syst. Account. Finance Manag., 2013

Pricing and risk management of interest rate swaps.

Sovan Mitra, Paresh Date, Rogemar S. Mamon, Chieh Wang

Eur. J. Oper. Res., 2013

2010

Regime switching volatility calibration by the Baum-Welch method.

Sovan Mitra, Paresh Date

J. Comput. Appl. Math., 2010

Optimisation of stochastic programming by hidden Markov modelling based scenario generation.

Sovan Mitra, Tong Ji

Int. J. Math. Oper. Res., 2010

A review of scenario generation methods.

Sovan Mitra, Nico Di Domenica

Int. J. Comput. Sci. Math., 2010

Multifactor option pricing: pricing bounds and option relations.

Sovan Mitra

Int. J. Appl. Decis. Sci., 2010