| Some properties of the Mittag-Leffler functions IS Gupta, L Debnath Integral Transforms and Special Functions 18 (5), 329-336, 2007 | 62 | 2007 |
| Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index A Issaka, I SenGupta Annals of Finance 13, 401-434, 2017 | 51 | 2017 |
| Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets S Habtemicael, I SenGupta International Journal of Financial Engineering 3 (04), 1650027, 2016 | 40 | 2016 |
| Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning I SenGupta, W Nganje, E Hanson Annals of Data Science 8, 39-55, 2021 | 34 | 2021 |
| Generalized BN–S stochastic volatility model for option pricing I SenGupta International Journal of Theoretical and Applied Finance 19 (02), 1650014, 2016 | 34 | 2016 |
| Analysis of Strategic Market Management in Light of Stochastic Processes, Recurrence Relation, Abelian Group and Expectation P Chakrabarti, T Chakrabarti, S Bane, B Satpathy, I SenGupta, JA Ware Advances in Artificial Intelligence and Data Engineering: Select Proceedings …, 2021 | 30 | 2021 |
| Detecting market crashes by analysing long-memory effects using high-frequency data E Barany, MPB Varela, I Florescu, I Sengupta Quantitative Finance 12 (4), 623-634, 2012 | 27 | 2012 |
| Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option I SenGupta, W Wilson, W Nganje Mathematics and Financial Economics 13, 209-226, 2019 | 26 | 2019 |
| Option Pricing with Transaction Costs and Stochastic Interest Rate I SenGupta Applied Mathematical Finance 21 (5), 399-416, 2014 | 26 | 2014 |
| Ornstein–Uhlenbeck processes for geophysical data analysis S Habtemicael, I SenGupta Physica A: Statistical Mechanics and its Applications 399, 147-156, 2014 | 25 | 2014 |
| Pricing covariance swaps for Barndorff–Nielsen and Shephard process driven financial markets S Habtemicael, I Sengupta Annals of Financial Economics 11 (03), 1650012, 2016 | 24 | 2016 |
| Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging N Salmon, I SenGupta Annals of Finance 17, 529–558, 2021 | 23 | 2021 |
| Lévy models and scale invariance properties applied to Geophysics MC Mariani, I Florescu, I Sengupta, MPB Varela, P Bezdek, L Serpa Physica A: Statistical Mechanics and its Applications 392 (4), 824-839, 2013 | 23 | 2013 |
| Numerical solutions for option pricing models including transaction costs and stochastic volatility MC Mariani, I SenGupta, P Bezdek Acta applicandae mathematicae 118, 203-220, 2012 | 22 | 2012 |
| Oops! SQ Links | 21 | |
| Sequential hypothesis testing in machine learning, and crude oil price jump size detection M Roberts, I SenGupta Applied Mathematical Finance 27 (5), 374-395, 2020 | 19 | 2020 |
| Differential operator related to the generalized superradiance integral equation I SenGupta Journal of Mathematical Analysis and Applications 369 (1), 101-111, 2010 | 19 | 2010 |
| Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model M Lin, I SenGupta SIAM Journal on Financial Mathematics 12 (4), 1596–1624, 2021 | 18 | 2021 |
| Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing M Roberts, I SenGupta Annals of Finance 16 (1), 121-139, 2020 | 18 | 2020 |
| Concentration problems for bandpass filters in communication theory over disjoint frequency intervals and numerical solutions I SenGupta, B Sun, W Jiang, G Chen, MC Mariani Journal of Fourier Analysis and Applications 18, 182-210, 2012 | 18 | 2012 |
Maria C MarianiChair and Professor of Mathematics, University of Texas at El PasoVerified email at utep.edu
