Browsing by ???browse.type.metadata.advisor??? GOSWAMI, ANINDYA
Showing results 1 to 18 of 18
| Issue Date | Title | Author(s) |
| May-2013 | Pricing and Hedging in a GBM market with Markov switching: A survey | GOSWAMI, ANINDYA; PATEL, JEETEN; Dept. of Mathematics; 20081032 |
| May-2015 | Pricing in a semi-Markov modulated jump diffusion model | GOSWAMI, ANINDYA; KRISHNA, AKASH; Dept. of Mathematics; 20101013 |
| May-2015 | Implied Volatility in a Regime-Switching Market: Theory and Computation | GOSWAMI, ANINDYA; KULHARI, SHIRISH; Dept. of Physics; 20091097 |
| May-2015 | Statistical inference of semi-Markov process and application in Finance | GOSWAMI, ANINDYA; NANDAN, SANKET; Dept. of Mathematics; 20101089 |
| May-2016 | Asset Pricing in a Semi-Markov Modulated Market with Time-dependent Volatility | GOSWAMI, ANINDYA; PATANKAR, TANMAY; Dept. of Mathematics; 20111024 |
| Apr-2017 | Option Pricing in a Regime Switching Jump Diffusion Model | GOSWAMI, ANINDYA; MANJAREKAR, OMKAR; Dept. of Mathematics; 20121055 |
| Apr-2018 | Theory and Estimation of Drift Dynamics of Asset Price Process | GOSWAMI, ANINDYA; VERMA, AAKASH; Dept. of Mathematics; 20131006 |
| Sep-2018 | Portfolio Optimization & Option Pricing in a Component-wise Semi-Markov Modulated Market | GOSWAMI, ANINDYA; DAS, MILAN KUMAR; Dept. of Mathematics; 20133275 |
| Apr-2019 | Implied Volatility in MMGBM model | GOSWAMI, ANINDYA; N S, SANJAY; Interdisciplinary; 20141138 |
| Apr-2019 | Stochastic analysis on Wiener space and applications to distributional asymptotics | GOSWAMI, ANINDYA; TILVA, ABHISHEK; Dept. of Mathematics; 20141131 |
| May-2020 | Stochastic Differential Equations and Integration | GOSWAMI, ANINDYA; SHUKLA, VIKAS; Dept. of Mathematics; 20151152 |
| May-2020 | A Data Driven Approach to Option Pricing | GOSWAMI, ANINDYA; TANKSALE, ATHARVA; Dept. of Mathematics; 20151140 |
| 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 |
| 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 |
| May-2022 | Path-dependent options in semi-Markov regime switching models | GOSWAMI, ANINDYA; CHATTERJEE, BIHAN; Dept. of Mathematics; 20171149 |
| Dec-2022 | American Option Pricing in Regime Switching Models | GOSWAMI, ANINDYA; BASIDONI, SHAMANT; Dept. of Mathematics; 20171011 |
| Apr-2023 | A study of Component-Wise Semi-Markov Process | GOSWAMI, ANINDYA; YADAV, RAVISHANKAR KAPILDEV; Dept. of Mathematics; 20173545 |
