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Alok Gupta
Alok Gupta
Former Junior Research Fellow in Mathematics, Oxford University
Verified email at maths.ox.ac.uk - Homepage
Title
Cited by
Cited by
Year
Reputation offsets trust judgments based on social biases among Airbnb users
B Abrahao, P Parigi, A Gupta, KS Cook
Proceedings of the National Academy of Sciences 114 (37), 9848-9853, 2017
1712017
Robust calibration of financial models using Bayesian estimators
A Gupta, C Reisinger
J. Comput. Finance 17, 3-36, 2014
222014
Model uncertainty and its impact on derivative pricing
A Gupta, C Reisinger, A Whitley
RISK, 2011
202011
A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging
A Gupta
Oxford University, UK, 2010
72010
Calibrating financial models using consistent bayesian estimators
A Gupta, C Reisinger
32011
Optimal Bayesian hedging strategies in the context of model uncertainty
A Gupta, C Reisinger
Preprint. URL: http://citeseer x. ist. psu. edu/viewdoc/summary, 2011
12011
Model Uncertainty Measures in Finance Using Bayesion Posteriors
A Gupta, C Reisinger
12010
FTSE Volatility Index Overview of Methodology
A Gupta, W Shaw
2011
A Bayesian Approach to Financial Model Calibration, Uncertainty Measures and Optimal
A Gupta
Oxford University, 2009
2009
Optimal Bayesian Hedging Strategies
A Gupta, N Bank
Market Microstructure
A Gupta
Consistent Bayesian Calibration
A Gupta, C Reisinger
Bayesian Approach To Derivative Pricing And Model Uncertainty
A Gupta
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Articles 1–13