Concepedia

Puneet Pasricha

PP

9

Publications

198

Citations

9

H-Index

2017

Active since

Affiliations

Indian Institute of Technology Delhi(Current)

Zhejiang University of Technology

University of Wollongong

École Polytechnique Fédérale de Lausanne

Puneet Pasricha is an author at Indian Institute of Technology Delhi specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessEngineeringAsset PricingOption PricingFinancial EngineeringEconomicsManagementCredit RiskFinancial Economics

Publications per year

2017–2023

9

Publications

9

Topological data analysis in investment decisions

Anubha Goel, Puneet Pasricha, Aparna Mehra · Expert Systems with Applications · 2020 · 40 citations

Computational Finance, Data Science, Financial Network +6

Pricing vulnerable power exchange options in an intensity based framework

Puneet Pasricha, Anubha Goel · Journal of Computational and Applied Mathematics · 2019 · 39 citations

Power Market, Option Pricing, Engineering +8

A closed-form pricing formula for European options in an illiquid asset market

Puneet Pasricha, Song‐Ping Zhu, Xin‐Jiang He · Financial Innovation · 2022 · 21 citations · Full text

Pricing power exchange options with hawkes jump diffusion processes

Puneet Pasricha, Anubha Goel · Journal of Industrial and Management Optimization · 2019 · 19 citations · Full text

Option Pricing, Volatility Modeling, Financial Economics +14

Markov regenerative credit rating model

Puneet Pasricha, Dharmaraja Selvamuthu, Viswanathan Arunachalam · The Journal of Risk Finance · 2017 · 18 citations

Engineering, Financial Risk Management, Random Credit Risk +16

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