We derive alternative representations of the McKean equation for the value of the American
put option. Our main result decomposes the value of an American put option into the …

… BY RAvI MYNENI … MYNENI … equivalence of McKean's original solution to the early
exercise premium representation is demonstrated in Carr, Jarrow and Myneni [13], and El …

Due to the fact that solar and wind power is intermittent and unpredictable in nature, higher
penetration of their types in existing power system could cause and create high technical …

… Ravi Myneni … Ravi Myneni (b.02.03.1994) had completed his graduation in Electrical
and Electronics Engineering with a specialization in Energy Systems. He had done his …

The main objective of this paper is to enhance the power transfer capability of grid interfaced
hybrid generation system. Generally, this hybrid system is a combination of solar and wind …

This article analyzes a type of credit trade known as an equity financing transaction. This
structure is often used by lesser credits to borrow against equity holdings. Both credit …

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for
doctoral students and researchers on the theory of asset pricing and portfolio selection in …

A model for volatility, based on the relation between volatility and information flows, leads to
the specification of a stochastic process for volatility. This allows one to compute potentially …