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Publications by Keshab Shrestha
Pricing Vulnerable Options With Jump Clustering
Journal of Futures Markets
Management
Finance
Business
Economics
Accounting
Econometrics
An Empirical Analysis of the Relationship Between the Hedge Ratio and Hedging Horizon: A Simultaneous Estimation of the Short- And Long-Run Hedge Ratios
Journal of Futures Markets
Management
Finance
Business
Economics
Accounting
Econometrics
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Pricing Vulnerable Options With Copulas
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Vulnerable Options Pricing Under Uncertain Volatility Model
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Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model
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Pricing Jump Risk With Utility Indifference
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Option Pricing With Discrete Time Jump Processes
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Pricing a Class of Exotic Commodity Options in a Multi-Factor Jump-Diffusion Model
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Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models With Fractional Brownian Motion and Stochastic Rate
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Pricing Multi-Asset Options With an External Barrier
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Economics
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Strategic Pricing of Financial Options
SSRN Electronic Journal
