2 citations · 2 across the 3 of their papers we have counts for
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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.PR2016
The Cross-section of Expected Returns on Penny Stocks: Are Low-hanging Fruits Not-so Sweet?
Ananjan Bhattacharyya, Abhijeet Chandra
In this paper, we study the determinants of expected returns on the listed penny stocks from two perspectives. Traditionally financial economics literature has been devoted to stud…