Research Assistants supported by this grant: Mr. Raj Appadoo, Mr. Sergiy Rahmayil, Mr. Kiran Kola:

Some of the research results from this funding are published and are listed in the publication link. They are also listed here.

*. S. S. Appadoo, R. K. Thulasiram, and C.R. Bector, CAPM Assisted Fuzzy Binomial Lattice Method for Option Pricing, Journal of Applied Finance, Vol.12, 1, pp. 30-43, Jan. 2006.

*. Kiran Kola and Ruppa K. Thulasiram, "UNNATI: Ubiquitous option pricing - a fiNaNcial ApplicaTIon framework", Proc. 13th Intl. Conf. on Advanced Computing and Communications, Coimbatore, India, Dec. 2005.

*. Sergiy Rakhmayil, Ilona Shiller and Ruppa K. Thulasiram "Cost of Option Pricing Errors Associated with Incorrect Estimates of the Underlying Assets Volatility: Monte Carlo Simulation", 11th IMACS International Conference on Monte Carlo Methods, Tallahassee, FL, USA, May 2005.

*. S.S. Appadoo, R. K. Thulasiram, and C.R. Bector, " CAPM Assisted Fuzzy Binomial Lattice Method for Option Princing ", Proc. (CD-RoM) of the 2nd Internationl Conference on Business and Finance , Hyderabad, India, Dec. 2004.

*. S.S. Appadoo, R. K. Thulasiram, C.R. Bector and A. Thavaneswaran, " Fuzzy Algebraic Approach to Option Princing - A Fundamental Investigation ", Proceedings (CD-RoM) of the 32nd Annual Administrative Sciences Association of Canada (ASAC) Conference , June 5-8, 2004 Quebec City, Quebec, Canada.

If you need a copy of any of the above papers please send a mail to Ruppa Thulasiram