Multifactor option pricing: pricing bounds and option relations. - Sovan Mitra (Int. J. Appl. Decis. Sci., 2010)

A review of scenario generation methods. - Sovan Mitra; Nico Di Domenica (Int. J. Comput. Sci. Math., 2010)

Optimisation of stochastic programming by hidden Markov modelling based scenario generation. - Sovan Mitra; Tong Ji (Int. J. Math. Oper. Res., 2010)

Regime switching volatility calibration by the Baum-Welch method. - Sovan Mitra; Paresh Date (J. Comput. Appl. Math., 2010)

Pricing and risk management of interest rate swaps. - Sovan Mitra; Paresh Date; Rogemar S. Mamon; Chieh Wang (Eur. J. Oper. Res., 2013)

Scenario Generation for Operational Risk. - Sovan Mitra (Intell. Syst. Account. Finance Manag., 2013)

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 (AIAI (Workshops), 2014)

Operational risk: Emerging markets, sectors and measurement. - Sovan Mitra; Andreas S. Karathanasopoulos; Georgios Sermpinis; Christian L. Dunis; John Hood (Eur. J. Oper. Res., 2015)

An analysis of dollar cost averaging and market timing investment strategies. - Justin Lars Kirkby; Sovan Mitra; Duy Nguyen (Eur. J. Oper. Res., 2020)

Keynesian resurgence: financial stimulus and contingent claims modelling. - Ephraim Clark; Sovan Mitra; Octave Jokung (Int. J. Math. Oper. Res., 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)

Downside risk measurement in regime switching stochastic volatility. - Sovan Mitra (J. Comput. Appl. Math., 2020)

Optimal feedback control of stock prices under credit risk dynamics. - Jinghai Shao; Sovan Mitra; Andreas S. Karathanasopoulos (Ann. Oper. Res., 2022)