Kaustav Das

Identifiers

• name variant Kaustav Das 0.60 · backfill

Papers (4)

1. Scalable method for mean field control with kernel interactions via random Fourier features math.OC · 2026 · author #2
2. On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula q-fin.MF · 2021 · author #1
3. Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion math.PR · 2020 · author #1
4. Explicit approximations of option prices via Malliavin calculus in a general stochastic volatility framework q-fin.MF · 2020 · author #1

Mentions

• 2106.14870 #1 · arxiv_oai · confidence 0.70 Kaustav Das
• 2011.13627 #1 · arxiv_oai · confidence 0.70 Kaustav Das
• 2006.01542 #1 · arxiv_oai · confidence 0.70 Kaustav Das
• 2601.01175 #2 · arxiv_oai · confidence 0.70 Kaustav Das

Frequent Coauthors

• Nicolas Langren\'e 2 shared papers
• Greg Markowsky 1 shared papers
• Gr\'egoire Loeper 1 shared papers
• Ivan Guo 1 shared papers
• Mathieu Lauri\`ere 1 shared papers
• Zhongyuan Cao 1 shared papers