Yutheeka Gadhyan

Identifiers

• name variant Yutheeka Gadhyan 0.60 · backfill

Papers (3)

1. Option Pricing Accuracy for Estimated Heston Models q-fin.MF · 2014 · author #2
2. Accuracy of Maximum Likelihood Parameter Estimators for Heston volatility SDE math.PR · 2014 · author #2
3. Realtime market microstructure analysis: online Transaction Cost Analysis q-fin.TR · 2013 · author #3

Mentions

• 1404.4014 #2 · backfill · confidence 0.70 Yutheeka Gadhyan
• 1403.4893 #2 · backfill · confidence 0.70 Yutheeka Gadhyan
• 1302.6363 #3 · backfill · confidence 0.70 Yutheeka Gadhyan

Frequent Coauthors

• Robert Azencott 3 shared papers
• Arjun Beri 1 shared papers
• Charles-Albert Lehalle 1 shared papers
• Matthew Rowley 1 shared papers
• Nicolas Joseph 1 shared papers
• Roland Glowinski 1 shared papers