Browsing by Author DAS, MILAN KUMAR
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
| Mar-2018 | Pricing derivatives in a regime switching market with time inhomogenous volatility | DAS, MILAN KUMAR; GOSWAMI, ANINDYA; PATANKAR, TANMAY; Dept. of Mathematics |
| Apr-2018 | Risk sensitive portfolio optimization in a jump diffusion model with regimes | DAS, MILAN KUMAR; GOSWAMI, ANINDYA; Rana, Nimit; Dept. of Mathematics |
| Sep-2018 | Portfolio Optimization & Option Pricing in a Component-wise Semi-Markov Modulated Market | GOSWAMI, ANINDYA; DAS, MILAN KUMAR; Dept. of Mathematics; 20133275 |
| Mar-2019 | Testing of binary regime switching models using squeeze duration analysis | DAS, MILAN KUMAR; GOSWAMI, ANINDYA; Dept. of Mathematics |
