Search Results for author: Gautam Bandyopadhyay

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Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference

no code implementations5 May 2024 Agni Rakshit, Gautam Bandyopadhyay, Tanujit Chakraborty

The Black-Scholes option pricing model remains a cornerstone in financial mathematics, yet its application is often challenged by the need for accurate hedging strategies, especially in dynamic market environments.

Management Portfolio Optimization

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