Concepedia

Indranil SenGupta

IS

24

Publications

486

Citations

15

H-Index

2010

Active since

Affiliations

North Dakota State University(Current)

The University of Texas at El Paso

Texas A&M University

Stevens Institute of Technology

Dakota State University

Indranil SenGupta is an author at North Dakota State University specializing in business, asset pricing, and finance.

Top concepts

BusinessAsset PricingFinanceEngineeringFinancial EngineeringOption PricingFinancial EconomicsEconomicsManagementStatistics

Publications per year

2010–2022

24

Publications

24

Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index

Aziz Issaka, Indranil SenGupta · Annals of Finance · 2017 · 50 citations

Econometric Model, Economics, Volatility Modeling +12

Solution to a nonlinear Black-Scholes equation

Maria C. Mariani, E. Ncheuguim, Indranil SenGupta · SHILAP Revista de lepidopterología · 2011 · 38 citations · Full text

Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets

Semere Habtemicael, Indranil SenGupta · International Journal of Financial Engineering · 2016 · 37 citations

Option Pricing, Volatility Modeling, Financial Economics +14

GENERALIZED BN–S STOCHASTIC VOLATILITY MODEL FOR OPTION PRICING

Indranil SenGupta · International Journal of Theoretical and Applied Finance · 2016 · 35 citations

Option Pricing, Multivariate Stochastic Volatility, Implied Volatility Smiles +14

Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option

Indranil SenGupta, William W. Wilson, William E. Nganje · Mathematics and Financial Economics · 2018 · 23 citations

Option Pricing, Asset Pricing, Business +2

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