Sumin Pillai

Independent researcher

Pune

India

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SCHOLARLY PAPERS

2

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35

TOTAL CITATIONS

0

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“ Complex option pricing ”

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Scholarly Papers (2)

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1.

Profitability of Delta-Neutral Option Strategies on Nifty 50 and Constituent Stocks: Evidence from 2019-2024

Number of pages: 11 Posted: 11 May 2026

Sumin Pillai

Independent researcher

Downloads 22 (1,424,331)

Abstract:

2.

Nifty 50 Index Put Option Mispricing: A BCJ-Style Test 2015–2025

Number of pages: 41 Posted: 27 May 2026

Sumin Pillai

Independent researcher

Downloads 13 (1,518,554)

Abstract:

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