- Pricing and estimates of Greeks for passport option: A three time level approach (with Siddhartha P. Chakrabarty)
Journal of Computational and Applied Mathematics, 315, (2017), 49-64
- Pricing European passport option with radial basis function (with Siddhartha P. Chakrabarty)
International Journal of Applied and Computational Mathematics, 3(3), (2016), 1589-1604.
- Valuation of American passport option using a three time level scheme (with Siddhartha P. Chakrabarty)
submitted to Computational and Applied Mathematics.