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Digital Repository at Indian Institute of Science Education and Research Pune
Browsing by Subject Option Pricing
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Showing results 1 to 3 of 3
Issue Date
Title
Author(s)
Apr-2017
Option Pricing in a Regime Switching Jump Diffusion Model
GOSWAMI, ANINDYA
;
MANJAREKAR, OMKAR
;
Dept. of Mathematics
;
20121055
Sep-2018
Portfolio Optimization & Option Pricing in a Component-wise Semi-Markov Modulated Market
GOSWAMI, ANINDYA
;
DAS, MILAN KUMAR
;
Dept. of Mathematics
;
20133275
May-2020
A Data Driven Approach to Option Pricing
GOSWAMI, ANINDYA
;
TANKSALE, ATHARVA
;
Dept. of Mathematics
;
20151140
