Publication


  1. Pricing and estimates of Greeks for passport option: A three time level approach (with Siddhartha P. Chakrabarty) Journal of Computational and Applied Mathematics, 315, (2017), 49-64
  2. Pricing European passport option with radial basis function (with Siddhartha P. Chakrabarty) International Journal of Applied and Computational Mathematics, 3(3), (2016), 1589-1604.
  3. Valuation of American passport option using a three time level scheme (with Siddhartha P. Chakrabarty) submitted to Computational and Applied Mathematics.