2 citations · 2 across the 2 of their papers we have counts for
3 papers
q-fin.CP2023★ 2 cited
Causality between Sentiment and Cryptocurrency Prices
Lubdhak Mondal, Udeshya Raj, Abinandhan S +3
This study investigates the relationship between narratives conveyed through microblogging platforms, namely Twitter, and the value of crypto assets. Our study provides a unique te…
q-fin.PR2020
On the Pricing of Currency Options under Variance Gamma Process
Azwar Abdulsalam, Gowri Jayprakash, Abhijeet Chandra
The pricing of currency options is largely dependent on the dynamic relationship between a pair of currencies. Typically, the pricing of options with payoffs dependent on multi-ass…
q-fin.TR2019
Stochastic Spread Pairs Trading in the Indian Commodity Market
Dhruv Mahajan, Abhijeet Chandra
In this study, we applied a stochastic spread pairs trading strategy on the Indian commodity market. The complete set of commodities were taken whose spot price was available for t…