Browsing by Subject Mathematical Finance
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) |
| May-2016 | Asset Pricing in a Semi-Markov Modulated Market with Time-dependent Volatility | GOSWAMI, ANINDYA; PATANKAR, TANMAY; Dept. of Mathematics; 20111024 |
| Apr-2019 | Implied Volatility in MMGBM model | GOSWAMI, ANINDYA; N S, SANJAY; Interdisciplinary; 20141138 |
| Jul-2021 | Ternary Regime Switching Modelling for Financial Asset Price Data | GOSWAMI, ANINDYA; D.V.S., ABHIJIT; Dept. of Mathematics; 20161005 |
| Jul-2021 | Market Making in High-Frequency Trading via Mathematical Modelling | GOSWAMI, ANINDYA; GUPTA, SRISHTI; Dept. of Mathematics; 20161163 |
| Jul-2021 | Inhomogeneous Terminal Value Problems Related to the Option Price in a Regime Switching Market | GOSWAMI, ANINDYA; JOSHI, PURVA CHANDRASHEKHAR; Dept. of Mathematics; 20161161 |
