Vatsh Van IIT BOMBAY
SYS: ACTIVE
RESEARCH PAPERS & MONOGRAPHS

Research & Publications

Technical reports, research monographs, and algorithmic whitepapers spanning quantitative asset pricing, physics-informed neural networks, and autonomous vehicle control architectures.

SSRN AUTHOR PROFILE (ID: 10485196) → ORCID: 0009-0001-7236-8213 →
SSRN PRE-PRINT (ID: 6439720)

Mathematics of Derivative Pricing: Theory and Computational Implementation

SSRN Electronic Journal (Pre-Print ID: 6439720) & IIT Bombay

Jul 2025

Rigorous investigation into stochastic calculus, Black-Scholes PDE derivation, equivalent martingale measures, Greeks sensitivity analysis, and Monte Carlo option pricing engines.

#SSRN Pre-print #Black-Scholes PDE #Stochastic Calculus #Martingale Pricing #Monte Carlo Simulation #Greeks Sensitivity