Srikant Marakani

Srikant Marakani

City University of Hong Kong - Coimbatore / Hong Kong
Economics & Econometrics / Economics
AD Scientific Index ID: 4581459
person_outline Srikant Marakani's MOST POPULAR ARTICLES
1-) Hamiltonian and potentials in derivative pricing models: exact results and lattice simulationsBE Baaquie, C Coriano, M SrikantPhysica A: Statistical Mechanics and its Applications 334 (3-4), 531-557, 2004442004
2-) Quantum mechanics, path integrals and option pricing: Reducing the complexity of financeBE Baaquie, C Coriano, M SrikantNonlinear Physics: Theory and Experiment II, 333-339, 2003322003
3-) Price-dividend ratio factor proxies for long-run risksR Jagannathan, S MarakaniThe Review of Asset Pricing Studies 5 (1), 1-47, 2015242015
4-) Calendar cycles, infrequent decisions and the cross-section of stock returnsR Jagannathan, H Takehara, Y WangWorking Paper, Northwestern University, 200723*2007
5-) Comparison of field theory models of interest rates with market dataBE Baaquie, M SrikantPhysical Review E 69 (3), 036129, 2004202004