Sinha, Pankaj and 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.
Sinha, Pankaj and Gupta, Akshay (2011): Analysis of WIMAX/BWA Licensing in India: A real option approach.
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