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Digital Repository at Indian Institute of Science Education and Research Pune
Browsing by Author CHATTERJEE, BIHAN
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Showing results 1 to 2 of 2
Issue Date
Title
Author(s)
May-2022
Path-dependent options in semi-Markov regime switching models
GOSWAMI, ANINDYA
;
CHATTERJEE, BIHAN
;
Dept. of Mathematics
;
20171149
Jan-2024
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market
CHATTERJEE, BIHAN
;
GOSWAMI, ANINDYA
;
Overbeck, Ludger
;
Dept. of Mathematics
