Browsing by Author GOSWAMI, ANINDYA
Showing results 1 to 17 of 17
| Issue Date | Title | Author(s) |
| Feb-2011 | Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market | Basak, Gopal K.; Ghosh, Mrinal K.; GOSWAMI, ANINDYA; Dept. of Mathematics |
| Dec-2013 | Risk-Sensitive Control for the Parallel Server Model | Atar, Rami; GOSWAMI, ANINDYA; Shwartz, Adam; Dept. of Mathematics |
| Feb-2014 | On the risk-sensitive cost for a Markovian multiclass queue with priority | Atar, Rami; GOSWAMI, ANINDYA; Shwartz, Adam; Dept. of Mathematics |
| Aug-2014 | Volterra equation for pricing and hedging in a regime switching market | GOSWAMI, ANINDYA; Saini, Ravi Kant; Dept. of Mathematics |
| Jun-2016 | Convergence of estimated option price in a regime switching market | GOSWAMI, ANINDYA; Nandan, Sanket; Dept. of Mathematics |
| Jul-2016 | A system of non-local parabolic PDE and application to option pricing | GOSWAMI, ANINDYA; Patel, Jeeten; Shevgaonkar, Poorva; Dept. of Mathematics |
| 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 |
| Jul-2018 | Option pricing in a regime switching stochastic volatility model | Biswas, Arunangshu; GOSWAMI, ANINDYA; Overbeck, Ludger; Dept. of Mathematics |
| Mar-2019 | Testing of binary regime switching models using squeeze duration analysis | DAS, MILAN KUMAR; GOSWAMI, ANINDYA; Dept. of Mathematics |
| 2021 | Data-driven option pricing using single and multi-asset supervised learning | GOSWAMI, ANINDYA; Rajani, Sharan; TANKSALE, ATHARVA; Dept. of Mathematics |
| Aug-2022 | Regime switching optimal growth model with risk sensitive preferences | GOSWAMI, ANINDYA; Rana, Nimit; Siu,Tak Kuen; Dept. of Mathematics |
| Nov-2022 | Regime recovery using implied volatility in Markov modulated market model | GOSWAMI, ANINDYA; Mukherjee, Kedar Nath; Patalwala, Irvine Homi; NADAHALLI, SATISH SANJAY; Dept. of Mathematics |
| May-2023 | Inference of Binary Regime Models with Jump Discontinuities | Das, Milan Kumar; GOSWAMI, ANINDYA; Rajani, Sharan; 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 |
| Mar-2024 | On meeting and merging of stochastic flow of non-homogeneous Markov and semi-Markov dynamics | GOSWAMI, ANINDYA; Sahab, Subhamay; YADAV, RAVISHANKAR KAPILDEV; Dept. of Mathematics |
| Mar-2024 | Semimartingale Representation of a Class of Semi-Markov Dynamics | GOSWAMI, ANINDYA; Saha, Subhamay; YADAV, RAVISHANKAR KAPILDEV; Dept. of Mathematics |
