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 Unpublished.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 Mudgal, Hemant (2011): Valuation of 3G spectrum license in India: A real option approach. Unpublished.
