PUBLICATIONS

Published Papers

1. W.B. Lindquist, S.T. Rachev, J. Gnawali, F. J. Fabozzi. Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model.

( https://arxiv.org/abs/2405.12479 )

2. N.A. Nyarko, B. Divelgama, J. Gnawali, B. Omotade, S. T. Rachev, P. Yegon. Exploring Dynamic Asset Pricing within Bachelier’s Market Model. Journal of Risk and Financial Management. 2023, 16, 352.(https://www.mdpi.com/1911-8074/16/8/352) 

3.  J.Gnawali. A Mathematical Modeling on Frictional Resistance and Load Bearing Capacity of Human Joint. Research Orchard. 2015, 11,132.

4. J. Gnawali.  Degree Theory: Brouwer Approach. Proceeding, Nepal Mathematical Society. 2014, 34.  

Currently Working/Submitted Papers

1. J. Gnawali, W. B. Lindquist, S. T. Rachev. Hedging in Trinomial Option Pricing with Perpetual Derivative.

2. J. Gnawali, A. Shirvani, S. T. Rachev, F. J. Fabozzi. Unified Bachelier- Black-Scholes-Merton Framework for Credit Risk Modeling with Monte Carlo Simulations.

3. J. Gnawali, N. A. Nyarko, B. Divelgama, P. Yegon, B. Omotade, W. B. Lindquist, S. T. Rachev, F. J. Fabozzi. A Comparison of Modernized Bachelier versus Black-Scholes-Merton Model.