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Title
Author(s)
Apr-2017
Option Pricing in a Regime Switching Jump Diffusion Model
GOSWAMI, ANINDYA
;
MANJAREKAR, OMKAR
;
Dept. of Mathematics
;
20121055
May-2020
A Data Driven Approach to Option Pricing
GOSWAMI, ANINDYA
;
TANKSALE, ATHARVA
;
Dept. of Mathematics
;
20151140
Sep-2018
Portfolio Optimization & Option Pricing in a Component-wise Semi-Markov Modulated Market
GOSWAMI, ANINDYA
;
DAS, MILAN KUMAR
;
Dept. of Mathematics
;
20133275
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DAS, MILAN KUMAR
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MANJAREKAR, OMKAR
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TANKSALE, ATHARVA
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2017
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2020
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Decision Trees
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Deep Learning
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Finance
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GBM
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Jump Diffusion Model
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Machine Learning
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Markets
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