Gifty Malhotra

Employment

• MS Ramaiah Institute of Management Assistant Professor
  2023 - Present
• Chandigarh University Assistant Professor
  2021 - 2023

Education

Education history is unavailable.

Projects & Funding

Projects & funding information is unavailable.

Publications (3)

• Pricing of the geometric Asian options under a multifactor stochastic volatility model
  Journal of Computational and Applied Mathematics 2022 DOI: 10.1016/j.cam.2021.113986
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• Calibration of the risk-neutral density function by maximization of a two-parameter entropy
  Physica A: Statistical Mechanics and its Applications 2019 DOI: 10.1016/j.physa.2018.08.148
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• Quadratic approximation of the slow factor of volatility in a multifactor stochastic volatility model
  Journal of Futures Markets 2018 DOI: 10.1002/fut.21895
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