22 citations
3 papers
q-fin.PR2017★ 22 cited
Option Pricing in a Regime Switching Stochastic Volatility Model
Arunangshu Biswas, Anindya Goswami, Ludger Overbeck
In the classical model of stock prices which is assumed to be Geometric Brownian motion, the drift and the volatility of the prices are held constant. However, in reality, the vola…
astro-ph.GA2014★ 11 cited
Cosmic history of integrated galactic stellar initial mass function : a simulation study
Tanuka Chattopadhyay, Tuli De, Bharat Warlu +1
Theoretical and indirect observational evidences suggest that stellar initial mass function (IMF) increases with redshift. On the other hand star formation rates (SFR) may be as hi…
stat.AP2014★ 5 cited
Use of spatial cross correlation function to study formation mechanism of massive elliptical galaxies
Tuli De, Tanuka Chattopadhyay, Asis Kumar Chattopadhyay
Spatial clustering nature of galaxies have been studied previously through auto correlation function. The same type of cross correlation function has been used to investigate param…