Browsing by Author Ghosh, Mrinal K.
Showing results 1 to 4 of 4
| 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 |
| 2021 | Nonzero-sum risk-sensitive stochastic differential games with discounted costs | Ghosh, Mrinal K.; Kumar, K. Suresh; Pal, Chandan; PRADHAN, SOMNATH; Dept. of Mathematics |
| 2021 | Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain | Ghosh, Mrinal K.; PRADHAN, SOMNATH; Dept. of Mathematics |
| Jun-2022 | A nonzero-sum risk-sensitive stochastic differential game in the orthant | Ghosh, Mrinal K.; PRADHAN, SOMNATH; Dept. of Mathematics |
