Welcome to the Research @IIMB
The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2017 | First passage time probabilities for pearson diffusion process with application to options | - | Patra, Saswat ; Bhattacharyya, Malay | ||||
| 2020 | How risky are the options? A comparison with the underlying stock using MaxVaR as a risk measure | - | Bhattacharyya, Malay ; Patra, Saswat | Risks | Vol.8 | Iss.3 | 1-17p. |