← All authors Srikanth K. Iyer Indian Institute of Science Bangalore (from arXiv:2310.01104, 2023) · OpenAlex
21 papers in scope · 20 published · 1 on the econ.EM arXiv · 128 citations · h-index 5 (over the papers listed here)
Papers (1 of 21)
Multiperiod static hedging of European options
published 2024 · The Journal of Computational Finance
working paper 2023 · arXiv
Autoregressive cascades on random networks
published 2015 · Physica A Statistical Mechanics and its Applications
with Rahul Vaze, Dheeraj Narasimha
Percolation on the Information-Theoretically Secure Signal to Interference Ratio Graph
published 2014 · Journal of Applied Probability · 3 citations · first circulated 2013
with Rahul Vaze
PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL
published 2013 · International Journal of Theoretical and Applied Finance · 1 citations
with Tamal Banerjee, Mrinal K. Ghosh
An Empirical Comparison of Two Stochastic Volatility Models using Indian Market Data
published 2013 · Asia-Pacific Financial Markets · 1 citations
with Seema Nanda, S. Saravanan G. Pradeep Kumar
Pricing Defaultable Bonds in a Markov Modulated Market
published 2012 · Stochastic Analysis and Applications · 1 citations
with Tamal Banerjee, Mrinal K. Ghosh
Limit laws for coverage in backbone-sensor networks
published 2012 · Stochastics · 1 citations
with Tamal Banerjee
Supercritical age-dependent branching Markov processes and their scaling limits
published 2011 · Bernoulli · 4 citations
with Krishna B. Athreya, Siva Athreya
The credit risk+ model with general sector correlations
published 2009 · Central European Journal of Operations Research · 7 citations
with Amogh Deshpande
Limit Laws for k -Coverage of Paths by a Markov–Poisson–Boolean Model
published 2008 · Stochastic Models · 4 citations · first circulated 2007
with D. Manjunath, D. Yogeshwaran
Analysis of middle-censored data with exponential lifetime distributions
published 2008 · Journal of Statistical Planning and Inference · 36 citations
with S. Rao Jammalamadaka, Debasis Kundu
Queues with Dependency Between Interarrival and Service Times Using Mixtures of Bivariates
published 2006 · Stochastic Models · 18 citations
with D. Manjunath
Amplitude modulated model for analyzing non-stationary speech signals
published 2004 · Statistics · 4 citations
with Swagata Nandi, Debasis Kundu
Approximate self consistency for middle-censored data
published 2003 · Journal of Statistical Planning and Inference · 25 citations
with S. Rao Jammalamadaka
Estimation of frequencies in presence of heavy tail errors
published 2002 · Statistics & Probability Letters · 12 citations
with Swagata Nandi, Debasis Kundu
On Changes of Measure for Super Brownian Motion
published 2001 · Journal of Theoretical Probability · 2 citations
with Robert J. Adler
An exponential change of measure for the Feller diffusion and some implications for superprocesses
published 2000 · Journal of Applied Probability
with Robert J. Adler
Non-Gaussian Density Processes Arising from Non-Poisson Systems of Independent Brownian Motions
published 1998 · Journal of Applied Probability · 2 citations
with Raisa E. Feldman
Attractive polymer models for two-and three-dimensional Brownian motion
published 1997 · Stochastic Processes and their Applications · 2 citations
with Robert J. Adler, R. F. Adler
A representation for functionals of superprocesses via particle picture
published 1996 · Stochastic Processes and their Applications · 5 citations
with Raisa E. Feldman
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