| Topological data analysis in investment decisions A Goel, P Pasricha, A Mehra Expert Systems with Applications 147, 113222, 2020 | 35 | 2020 |
| Pricing vulnerable power exchange options in an intensity based framework P Pasricha, A Goel Journal of Computational and Applied Mathematics 355, 106-115, 2019 | 26 | 2019 |
| Portfolio optimization of credit risky bonds: a semi-Markov process approach P Pasricha, D Selvamuthu, G D’Amico, R Manca Financial Innovation 6 (1), 2020 | 18 | 2020 |
| Markov regenerative credit rating model P Pasricha, D Selvamuthu, V Arunachalam The Journal of Risk Finance 18 (3), 311-325, 2017 | 17 | 2017 |
| Pricing power exchange options with hawkes jump diffusion processes. P Pasricha, A Goel Journal of Industrial & Management Optimization 17 (1), 2021 | 13 | 2021 |
| Skew-Brownian motion and pricing European exchange options P Pasricha, XJ He International Review of Financial Analysis 82, 102120, 2022 | 8 | 2022 |
| Markov chain model with catastrophe to determine mean time to default of credit risky assets S Dharmaraja, P Pasricha, P Tardelli Journal of Statistical Physics 169, 876-888, 2017 | 8 | 2017 |
| Exchange options with stochastic liquidity risk P Pasricha, XJ He Expert Systems with Applications 223, 119915, 2023 | 7 | 2023 |
| A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY P Pasricha, A Goel Probability in the Engineering and Informational Sciences, 1-10, 2021 | 7 | 2021 |
| A note on the calculation of default probabilities in “Structural credit risk modeling with Hawkes jump–diffusion processes” P Pasricha, X Lu, SP Zhu Journal of Computational and Applied Mathematics 381, 113037, 2021 | 7 | 2021 |
| A closed-form pricing formula for European options in an illiquid asset market P Pasricha, SP Zhu, XJ He Financial Innovation 8 (1), 30, 2022 | 6 | 2022 |
| A closed-form pricing formula for European options with market liquidity risk P Pasricha, SP Zhu, XJ He Expert Systems with Applications 189, 116128, 2022 | 6 | 2022 |
| Valuation of equity-indexed annuities under correlated jump–diffusion processes N Sharma, P Pasricha, D Selvamuthu Journal of Computational and Applied Mathematics 395, 113575, 2021 | 5 | 2021 |
| A review of non-Markovian models for the dynamics of credit ratings G D'Amico, S Dharmaraja, R Manca, P Pasricha Reports on Economics and Finance 5 (1), 15-33, 2019 | 5 | 2019 |
| A simple European option pricing formula with a skew Brownian motion P Pasricha, XJ He Probability in the Engineering and Informational Sciences 37 (4), 1029-1034, 2023 | 4* | 2023 |
| A Markov modulated dynamic contagion process with application to credit risk P Pasricha, D Selvamuthu Journal of Statistical Physics 175, 495-511, 2019 | 4 | 2019 |
| Empirical Asset Pricing via Ensemble Gaussian Process Regression D Filipović, P Pasricha arXiv preprint arXiv:2212.01048, 2022 | 2 | 2022 |
| Hedging and utility valuation of a defaultable claim driven by Hawkes processes P Pasricha, D Selvamuthu, P Tardelli Applied Stochastic Models in Business and Industry 38 (2), 334-352, 2022 | 2 | 2022 |
| A Markov regenerative process with recurrence time and its application P Pasricha, D Selvamuthu Financial Innovation 7 (1), 37, 2021 | 2 | 2021 |
| Sparse index tracking via topological learning A Goel, P Pasricha, J Kanniainen arXiv preprint arXiv:2310.09578, 2023 | 1 | 2023 |
Dharmaraja Selvamuthu (S. Dharmara...Institute Chair Professor (HAG), Former Head, Department of Mathematics, IndianVerified email at maths.iitd.ac.in
