Sinha, Pankaj; Gupta, Akshay and Mudgal, Hemant (2010): Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing. Unpublished.
Sinha, Pankaj and Gupta, Akshay (2011): Analysis of WIMAX/BWA Licensing in India: A real option approach. Unpublished.