3 citations · 6 across the 4 of their papers we have counts for
4 papers
Pricing Global Macroeconomic Risk in Equity Markets: Evidence from Selected G20 Economies
Vivek Mishra
This study investigates whether international equity markets systematically price global macroeconomic risks. The empirical analysis is conducted using monthly excess returns for t…
Integration of Fractional Order Black-Scholes Merton with Neural Network
Sarit Maitra, Vivek Mishra, Goutam Kr. Kundu +1
This study enhances option pricing by presenting unique pricing model fractional order Black-Scholes-Merton (FOBSM) which is based on the Black-Scholes-Merton (BSM) model. The main…
Ensemble Differential Evolution with Simulation-Based Hybridization and Self-Adaptation for Inventory Management Under Uncertainty
Sarit Maitra, Vivek Mishra, Sukanya Kundu
This study proposes an Ensemble Differential Evolution with Simula-tion-Based Hybridization and Self-Adaptation (EDESH-SA) approach for inven-tory management (IM) under uncertainty…
A Novel Approach with Monte-Carlo Simulation and Hybrid Optimization Approach for Inventory Management with Stochastic Demand
Sarit Maitra, Vivek Mishra, Sukanya Kundu
This study addresses the difficulties associated with inventory management of products with stochastic demand. The objective is to find the optimal combination of order quantity an…