2 papers
q-fin.PR2025
Risk-indifference Pricing of American-style Contingent Claims
Rohini Kumar, Frederick "Forrest" Miller, Hussein Nasralah +1
This paper studies the pricing of contingent claims of American style, using indifference pricing by fully dynamic convex risk measures. We provide a general definition of risk-ind…
physics.soc-ph2025
Undulating patterns of Hysteresis loops in diurnal seasonality of air temperature in Urban Heat Island effect: Insights from Paris and Madrid
Suman Dharmasthala, Vittal Hari, Rohini Kumar
This study examines the dynamics of the urban heat island (UHI) effect by conducting a comparative analysis of air temperature hysteresis patterns in Paris and Madrid, two major Eu…