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Digital Repository at Indian Institute of Science Education and Research Pune
Browsing by Subject Regime switching models
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Showing results 1 to 2 of 2
Issue Date
Title
Author(s)
Jul-2018
Option pricing in a regime switching stochastic volatility model
Biswas, Arunangshu
;
GOSWAMI, ANINDYA
;
Overbeck, Ludger
;
Dept. of Mathematics
Aug-2022
Regime switching optimal growth model with risk sensitive preferences
GOSWAMI, ANINDYA
;
Rana, Nimit
;
Siu,Tak Kuen
;
Dept. of Mathematics
