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Issue Date
Title
Author(s)
Apr-2019
Implied Volatility in MMGBM model
GOSWAMI, ANINDYA
;
N S, SANJAY
;
Interdisciplinary
;
20141138
May-2016
Asset Pricing in a Semi-Markov Modulated Market with Time-dependent Volatility
GOSWAMI, ANINDYA
;
PATANKAR, TANMAY
;
Dept. of Mathematics
;
20111024
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
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Author
1
D.V.S., ABHIJIT
1
GUPTA, SRISHTI
1
JOSHI, PURVA CHANDRASHEKHAR
1
N S, SANJAY
1
PATANKAR, TANMAY
Subject
1
2016
1
2019
1
Applied Probability
1
High Frequency Trading
1
Jump Diffusion
1
Market Microstructure
1
Mathematics
1
Partial Differential Equations
1
Quantitative Finance
1
Regime Switching
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Date issued
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2021
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