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Sovan Mitra

6 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author6

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.PR2
  • q-fin.CP1
  • q-fin.GN1
  • q-fin.RM1
  • q-fin.ST1
ORCID 0000-0003-4984-0679

identity via Semantic Scholar / OpenAlex

most citedA Review of Volatility and Option Pricing

8 citations · 12 across the 6 of their papers we have counts for

collaborators
Showing q-fin.CPShow all

1 paper · 1 filter

q-fin.CP2009★ 1 cited

Optimisation of Stochastic Programming by Hidden Markov Modelling based Scenario Generation

Sovan Mitra

This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.