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Digital Repository at Indian Institute of Science Education and Research Pune
Browsing by Subject locally risk minimizing pricing
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Showing results 1 to 2 of 2
Issue Date
Title
Author(s)
Jul-2016
A system of non-local parabolic PDE and application to option pricing
GOSWAMI, ANINDYA
;
Patel, Jeeten
;
Shevgaonkar, Poorva
;
Dept. of Mathematics
Jan-2024
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market
CHATTERJEE, BIHAN
;
GOSWAMI, ANINDYA
;
Overbeck, Ludger
;
Dept. of Mathematics
