| Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index A Issaka, I SenGupta Annals of Finance 13, 401-434, 2017 | 53 | 2017 |
| Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets A Issaka, I SenGupta Journal of Applied Mathematics and Computing 54, 159-182, 2017 | 14 | 2017 |
| An asymptotic series related to Ramanujan’s expansion for the th Harmonic number A Issaka The Ramanujan Journal 39 (2), 303-313, 2016 | 10 | 2016 |
| Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model A Issaka Stochastic Analysis and Applications 38 (5), 856-874, 2020 | 8 | 2020 |
| On Ramanujan’s inverse digamma approximation A Issaka The Ramanujan Journal 39, 291-302, 2016 | 4 | 2016 |
| New Approximations for the Higher Order Coefficients in an Asymptotic Expansion for the Barnes G-Function A Issaka Results in Mathematics 77, 1-18, 2022 | | 2022 |
| Valuation, Hedging, And Bounds Of Swaps Under Multi-Factor Bns-Type Stochastic Volatility Models A Issaka Annals of Financial Economics 15 (02), 2050007, 2020 | | 2020 |
| Analysis of Variance Based Financial Instruments and Transition Probability Densities: Swaps, Price Indices, and Asymptotic Expansions A Issaka North Dakota State University, 2018 | | 2018 |
| Some Results on Two Asymptotic Series of Ramanujan A Issaka Central European University, 2014 | | 2014 |
| Analysis of variance based financial instruments: swaps and price indices A Issaka, I SenGupta 2021 Joint Mathematics Meetings (JMM), 0 | | |
