[PDF][PDF] Just-in-time Monte Carlo for path-dependent American options
SK Dutt, GM Welke - Journal of Derivatives, 2008 - Citeseer
We establish a simple analytical technique for generating lognormal paths in reverse, ie, we
show how to propagate a terminal price distribution backwards in time one step at a time to …
show how to propagate a terminal price distribution backwards in time one step at a time to …
Synchrotron radiation from protons
SK Dutt - 1992 - inis.iaea.org
… The deflection parameter K for electrons and for protons is … For K ~ 1 or more, the motion
in x' and z' becomes strongly coupled- since the particle's energy is conserved in a static …
in x' and z' becomes strongly coupled- since the particle's energy is conserved in a static …
Risk, Reward and Asset Pricing
SK Dutt - Available at SSRN 931552, 2006 - papers.ssrn.com
We construct two classes of risk-reward measures-one by generalizing the mean-variance
model of Markowitz (1952), and the other by generalizing the gain-loss model of Bernardo & …
model of Markowitz (1952), and the other by generalizing the gain-loss model of Bernardo & …
[PDF][PDF] Just-In-Time Monte Carlo for MBS Valuation
SK Dutt, GM Welke - Presented at the 12th AsRES Annual …, 2007 - academia.edu
We establish simple analytical and numerical methods for propagating stochastic price
processes backwards in time, step by step, to the initial value while satisfying all cross-sectional …
processes backwards in time, step by step, to the initial value while satisfying all cross-sectional …
Uneven development in alternative models of North-South trade
AK Dutt - Eastern Economic Journal, 1989 - JSTOR
… 3 Some effort has also been made to incorporate specific mechanisms which result in
development (Dutt, 1988a, 1988b). All of these models assume a two country world, with a given of …
development (Dutt, 1988a, 1988b). All of these models assume a two country world, with a given of …
International trade and economic development
AK Dutt - Handbook on Alternative Global Development, 2023 - elgaronline.com
International trade refers to trade across national borders and economic development refers
to improvements in the “economic” sphere. The “economic” sphere is generally taken to …
to improvements in the “economic” sphere. The “economic” sphere is generally taken to …
Uneven development, convergence and North–South interaction
AK Dutt - Global Political Economy and the Wealth of Nations, 2004 - taylorfrancis.com
… recent increases in it, see Dutt 2001b) and because of shifts in Southern preference toward
Northern goods due to stronger international demonstration effects (see Dutt 1990). Another …
Northern goods due to stronger international demonstration effects (see Dutt 1990). Another …
Vertical trading and uneven development
AK Dutt - Journal of Development Economics, 1986 - Elsevier
The phenomenon of vertical trading, in which the center exports a good involving a high
degree of processing which leads to economy-wide learning and the periphery exports a good …
degree of processing which leads to economy-wide learning and the periphery exports a good …
Studies in higher derivative gravitation.
SK Dutt - 1989 - elibrary.ru
In the first part, we investigate the gauge theory of gravitation proposed by Yang in 1974. We
study the implications of coupling the pure space equations to matter sources via the action …
study the implications of coupling the pure space equations to matter sources via the action …
Ground state energy of spin polarized quark matter with correlation
K Pal, S Biswas, AK Dutt-Mazumder - Physical Review C, 2009 - APS
We calculate the ground-state energy of cold and dense spin-polarized quark matter with
corrections due to correlation energy (E corr). Expressions for E corr both in the nonrelativistic …
corrections due to correlation energy (E corr). Expressions for E corr both in the nonrelativistic …