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stat.AP2020
A new generalized newsvendor model with random demand
Soham Ghosh, Mamta Sahare, Sujay Mukhoti
Newsvendor problem is an extensively researched topic in inventory management. In this class of inventory problems, shortage and excess costs are considered to be proportional to t…
stat.AP2017
A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors
Sujay Mukhoti, Pritam Ranjan
In an efficient stock market, the returns and their time-dependent volatility are often jointly modeled by stochastic volatility models (SVMs). Over the last few decades several SV…