203 B.T. Road
Kolkata, West Bengal 700108
India
Indian Statistical Institute, Kolkata
Barrier Option pricing, Levy Process, Incomplete Market, Numerical Inverse Mellin Transform, Simulation
Financial Market, Stochastic Differential Game, Nash Equilibrium, Stability
Political Business Cycle, New Keynesian Phillips Curve, Mean-reverting Control, Risk Aversion, Stochastic Optimal Control
Stochastic Dynamic Model, Political Regime, Campaigning, Uncertainty in Project Outcome, Loyalty, Election, Length of Tenure
Asian Option pricing, Levy Process, Incomplete Market, Fast Fourier Transform, Simulation