Basu, Sankarshan

Number of items: 2.
2002
  • Basu, Sankarshan, Dassios, Angelos (2002). A Cox process with log-normal intensity. Insurance: Mathematics and Economics, 31(2), 297-302. https://doi.org/10.1016/S0167-6687(02)00152-X
    • 1999
  • Basu, Sankarshan (1999). Approximating functions of integrals of log-Gaussian processes Applications in finance. [Doctoral thesis]. London School of Economics and Political Science.